-81.4%
PATH vs MCO
+64.8%
-146.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.3% | +1.4% | -3.7% | -3.7% |
| 30D | -4.8% | +10.0% | -14.8% | -13.6% |
| 3M | -17.7% | +7.0% | -24.7% | -23.2% |
| 6M | +18.9% | +13.7% | +5.2% | +4.5% |
| YTD | -21.7% | +0.6% | -22.4% | -23.4% |
| 1Y | -9.6% | +6.2% | -15.9% | -16.6% |
| 3Y | -25.8% | +51.9% | -77.7% | -55.4% |
| 5Y | -77.1% | +37.5% | -114.6% | -86.8% |
| All | -81.4% | +64.8% | -146.2% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling