-18.8%
PATH vs MPC
+174.1%
-192.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.1% | +11.0% | +5.3% |
| 7D | -4.8% | -10.9% | +6.1% | -1.6% |
| 30D | +2.7% | -9.4% | +12.1% | +5.1% |
| 3M | -4.2% | +26.0% | -30.1% | -12.6% |
| 6M | +24.7% | +56.5% | -31.8% | +5.4% |
| YTD | -17.6% | +144.3% | -161.8% | -40.9% |
| 1Y | -5.3% | +117.2% | -122.6% | -29.0% |
| All | -18.8% | +174.1% | -192.8% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling