-77.0%
PATH vs MCO
+36.1%
-113.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.8% |
| 7D | -5.3% | +2.4% | -7.7% | -7.8% |
| 30D | -0.5% | +12.5% | -13.0% | -12.2% |
| 3M | -7.1% | +7.1% | -14.2% | -13.7% |
| 6M | +23.8% | +13.2% | +10.6% | +8.4% |
| YTD | -20.7% | -0.4% | -20.3% | -21.8% |
| 1Y | -8.1% | +5.8% | -13.8% | -15.4% |
| 3Y | -21.8% | +55.4% | -77.2% | -56.9% |
| All | -77.0% | +36.1% | -113.1% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling