-81.0%
PATH vs MKC
-41.5%
-39.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -2.7% | -7.0% | +4.3% | -2.3% |
| 30D | -1.4% | +4.1% | -5.4% | -1.6% |
| 3M | -16.4% | -10.3% | -6.1% | -15.9% |
| 6M | +23.3% | +1.7% | +21.6% | +23.4% |
| YTD | -19.8% | -29.1% | +9.3% | -18.4% |
| 1Y | -8.6% | -26.0% | +17.4% | -7.4% |
| 3Y | -24.0% | -21.5% | -2.6% | -24.9% |
| 5Y | -77.1% | -35.0% | -42.1% | -75.2% |
| All | -81.0% | -41.5% | -39.5% | -82.9% |
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