-75.2%
PATH vs MKC
-35.5%
-39.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | +2.1% | -3.0% | +5.1% | +2.3% |
| 30D | +1.6% | +4.8% | -3.2% | +1.2% |
| 3M | -20.4% | -12.8% | -7.6% | -19.6% |
| 6M | +40.1% | +5.0% | +35.1% | +39.9% |
| YTD | -19.0% | -29.1% | +10.0% | -17.1% |
| 1Y | -5.8% | -26.4% | +20.6% | -4.1% |
| 3Y | -22.9% | -21.6% | -1.3% | -24.0% |
| All | -75.2% | -35.5% | -39.7% | -72.6% |
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