-21.8%
PATH vs MCHP
-12.5%
-9.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.5% |
| 7D | -2.7% | -19.2% | +16.5% | +2.2% |
| 30D | -3.7% | -18.6% | +14.9% | +0.8% |
| 3M | -13.8% | -26.9% | +13.2% | -7.6% |
| 6M | +20.3% | -37.2% | +57.5% | +32.3% |
| YTD | -20.8% | -1.8% | -19.0% | -27.1% |
| 1Y | -9.2% | +12.1% | -21.4% | -20.6% |
| 3Y | -21.8% | -10.0% | -11.8% | -35.6% |
| All | -21.8% | -12.5% | -9.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MCHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling