-21.8%
PATH vs MKC
-18.6%
-3.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -5.3% | +2.3% | -7.7% | -5.3% |
| 30D | -0.5% | +8.1% | -8.6% | -0.4% |
| 3M | -7.1% | -6.4% | -0.7% | -7.1% |
| 6M | +23.8% | +1.8% | +22.0% | +24.4% |
| YTD | -20.7% | -26.9% | +6.2% | -21.7% |
| 1Y | -8.1% | -21.7% | +13.6% | -9.7% |
| 3Y | -21.8% | -18.7% | -3.1% | -30.8% |
| All | -21.8% | -18.6% | -3.2% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling