-75.7%
PATH vs MCO
+32.8%
-108.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -14.5% |
| 7D | -16.3% | -4.2% | -12.2% | -12.5% |
| 30D | +9.9% | +2.2% | +7.7% | +7.7% |
| 3M | +30.2% | +10.1% | +20.0% | +17.7% |
| 6M | +37.2% | +5.3% | +32.0% | +30.7% |
| YTD | -7.3% | -2.7% | -4.6% | -5.8% |
| 1Y | +40.0% | -0.4% | +40.4% | +37.8% |
| 3Y | -4.4% | +49.0% | -53.4% | -43.3% |
| All | -75.7% | +32.8% | -108.5% | -85.9% |
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