-81.2%
PATH vs MKC
-40.3%
-40.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -2.7% | -1.9% | -0.8% | -2.6% |
| 30D | -3.7% | +8.0% | -11.7% | -4.2% |
| 3M | -13.8% | -8.6% | -5.1% | -13.3% |
| 6M | +20.3% | +1.1% | +19.2% | +20.3% |
| YTD | -20.8% | -27.7% | +6.9% | -19.4% |
| 1Y | -9.2% | -23.7% | +14.5% | -8.4% |
| 3Y | -21.8% | -19.4% | -2.4% | -22.8% |
| 5Y | -77.4% | -33.3% | -44.1% | -75.4% |
| All | -81.2% | -40.3% | -40.9% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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