-16.0%
PATH vs MCK
+121.9%
-137.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.2% | -16.8% |
| 7D | -16.3% | +1.7% | -18.1% | -16.1% |
| 30D | +9.9% | +3.6% | +6.3% | +10.4% |
| 3M | +30.2% | +20.1% | +10.1% | +33.0% |
| 6M | +37.2% | -7.0% | +44.2% | +36.0% |
| YTD | -7.3% | +11.0% | -18.3% | -6.1% |
| 1Y | +40.0% | +31.8% | +8.2% | +44.5% |
| All | -16.0% | +121.9% | -137.9% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling