-78.0%
PATH vs MKC
-35.8%
-42.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.6% |
| 7D | -16.3% | -5.9% | -10.4% | -16.0% |
| 30D | +9.9% | -0.9% | +10.8% | +9.9% |
| 3M | +30.2% | +12.7% | +17.4% | +29.5% |
| 6M | +37.2% | -19.3% | +56.5% | +38.7% |
| YTD | -7.3% | -22.2% | +14.8% | -6.2% |
| 1Y | +40.0% | -23.3% | +63.3% | +42.0% |
| 3Y | -4.4% | -30.0% | +25.6% | -3.0% |
| 5Y | -76.0% | -33.8% | -42.3% | -75.9% |
| All | -78.0% | -35.8% | -42.2% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling