-77.1%
PATH vs MCHP
-17.4%
-59.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.3% |
| 7D | -2.3% | -22.6% | +20.3% | +8.7% |
| 30D | -4.8% | -20.1% | +15.3% | +4.0% |
| 3M | -17.7% | -25.4% | +7.7% | -7.9% |
| 6M | +18.9% | -38.4% | +57.3% | +41.1% |
| YTD | -21.7% | -3.7% | -18.0% | -30.5% |
| 1Y | -9.6% | +11.7% | -21.4% | -26.7% |
| 3Y | -25.8% | -16.1% | -9.7% | -35.7% |
| 5Y | -77.1% | -16.9% | -60.2% | -80.7% |
| All | -77.1% | -17.4% | -59.7% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling