-80.4%
PATH vs MKC
-37.1%
-43.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +2.6% |
| 7D | -4.8% | +9.6% | -14.4% | -5.3% |
| 30D | +2.7% | +12.0% | -9.4% | +1.9% |
| 3M | -4.2% | -2.0% | -2.2% | -4.1% |
| 6M | +24.7% | +7.2% | +17.5% | +24.4% |
| YTD | -17.6% | -23.7% | +6.2% | -16.4% |
| 1Y | -5.3% | -18.3% | +13.0% | -5.0% |
| 3Y | -22.0% | -15.6% | -6.4% | -23.2% |
| 5Y | -76.5% | -30.0% | -46.5% | -74.6% |
| All | -80.4% | -37.1% | -43.4% | -82.5% |
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