-21.8%
PATH vs MPC
+163.4%
-185.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.5% |
| 7D | -5.6% | -12.8% | +7.2% | -1.8% |
| 30D | -0.7% | -12.7% | +12.0% | +2.9% |
| 3M | -5.9% | +27.1% | -32.9% | -14.5% |
| 6M | +21.6% | +45.8% | -24.2% | +5.1% |
| YTD | -20.6% | +134.7% | -155.3% | -42.4% |
| 1Y | -10.6% | +106.0% | -116.6% | -31.8% |
| All | -21.8% | +163.4% | -185.1% | -49.5% |
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