-80.3%
PATH vs MCK
+369.8%
-450.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -24.6% | -3.6% | -21.0% | -24.8% |
| 30D | -13.0% | +1.4% | -14.4% | -12.8% |
| 3M | +26.2% | +13.8% | +12.4% | +27.6% |
| 6M | +13.4% | -5.2% | +18.5% | +12.9% |
| YTD | -17.2% | +9.0% | -26.2% | -16.5% |
| 1Y | +14.0% | +26.9% | -12.8% | +16.2% |
| 3Y | -26.6% | +114.7% | -141.3% | -21.6% |
| 5Y | -75.1% | +347.1% | -422.2% | -72.2% |
| All | -80.3% | +369.8% | -450.1% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling