-81.1%
PATH vs MCHP
-2.6%
-78.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.9% | +10.2% | +2.8% |
| 7D | -5.6% | -20.1% | +14.5% | +4.1% |
| 30D | -0.7% | -20.2% | +19.5% | +9.2% |
| 3M | -5.9% | -16.1% | +10.3% | 0.0% |
| 6M | +21.6% | -33.4% | +55.0% | +39.8% |
| YTD | -20.6% | +3.5% | -24.1% | -31.5% |
| 1Y | -10.6% | +9.5% | -20.0% | -25.7% |
| 3Y | -24.9% | -8.5% | -16.4% | -37.6% |
| 5Y | -76.8% | -15.7% | -61.2% | -80.3% |
| All | -81.1% | -2.6% | -78.5% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling