-8.1%
PATH vs MCO
+5.6%
-13.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.3% |
| 7D | -5.3% | +2.4% | -7.7% | -7.0% |
| 30D | -0.5% | +12.5% | -13.0% | -9.0% |
| 3M | -7.1% | +7.1% | -14.2% | -11.5% |
| 6M | +23.8% | +13.2% | +10.6% | +13.5% |
| YTD | -20.7% | -0.4% | -20.3% | -23.9% |
| 1Y | -8.1% | +5.8% | -13.8% | -10.7% |
| All | -8.1% | +5.6% | -13.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling