-77.0%
PATH vs MCHP
-25.5%
-51.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.0% | +9.9% | +4.4% |
| 7D | -5.3% | -24.6% | +19.2% | +6.6% |
| 30D | -0.5% | -25.2% | +24.7% | +12.1% |
| 3M | -7.1% | -21.1% | +13.9% | +0.9% |
| 6M | +23.8% | -42.7% | +66.5% | +52.2% |
| YTD | -20.7% | -6.9% | -13.8% | -28.4% |
| 1Y | -8.1% | +0.9% | -9.0% | -21.2% |
| 3Y | -21.8% | -16.2% | -5.6% | -33.1% |
| All | -77.0% | -25.5% | -51.4% | -80.2% |
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