-81.1%
PATH vs MPC
+736.2%
-817.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.6% |
| 7D | -5.6% | -12.8% | +7.2% | -2.0% |
| 30D | -0.7% | -12.7% | +12.0% | +2.8% |
| 3M | -5.9% | +27.1% | -32.9% | -13.6% |
| 6M | +21.6% | +45.8% | -24.2% | +6.7% |
| YTD | -20.6% | +134.7% | -155.3% | -40.3% |
| 1Y | -10.6% | +106.0% | -116.6% | -30.0% |
| 3Y | -24.9% | +165.5% | -190.4% | -46.9% |
| 5Y | -76.8% | +540.9% | -617.7% | -86.9% |
| All | -81.1% | +736.2% | -817.4% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling