-77.0%
PATH vs MKC
-32.7%
-44.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | -5.3% | +2.3% | -7.7% | -5.5% |
| 30D | -0.5% | +8.1% | -8.6% | -1.2% |
| 3M | -7.1% | -6.4% | -0.7% | -6.7% |
| 6M | +23.8% | +1.8% | +22.0% | +23.7% |
| YTD | -20.7% | -26.9% | +6.2% | -19.0% |
| 1Y | -8.1% | -21.7% | +13.6% | -7.2% |
| 3Y | -21.8% | -18.7% | -3.1% | -23.2% |
| All | -77.0% | -32.7% | -44.3% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling