-81.2%
PATH vs MCK
+458.9%
-540.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | -5.3% | +6.7% | -12.0% | -5.1% |
| 30D | -0.5% | +16.5% | -17.1% | +0.2% |
| 3M | -7.1% | +21.9% | -29.0% | -6.2% |
| 6M | +23.8% | +43.0% | -19.1% | +26.8% |
| YTD | -20.7% | +29.7% | -50.4% | -19.4% |
| 1Y | -8.1% | +24.0% | -32.1% | -6.8% |
| 3Y | -21.8% | +133.7% | -155.5% | -16.1% |
| 5Y | -76.8% | +391.0% | -467.9% | -74.3% |
| All | -81.2% | +458.9% | -540.0% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling