-81.2%
PATH vs MCO
+64.9%
-146.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -1.2% |
| 7D | -2.7% | +1.0% | -3.7% | -3.7% |
| 30D | -3.7% | +10.1% | -13.8% | -12.7% |
| 3M | -13.8% | +7.2% | -21.0% | -19.6% |
| 6M | +20.3% | +13.8% | +6.5% | +5.6% |
| YTD | -20.8% | +0.7% | -21.5% | -22.5% |
| 1Y | -9.2% | +5.6% | -14.9% | -15.7% |
| 3Y | -21.8% | +54.1% | -75.8% | -53.7% |
| 5Y | -77.4% | +36.0% | -113.4% | -87.0% |
| All | -81.2% | +64.9% | -146.1% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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