-75.7%
PATH vs MPC
+645.9%
-721.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.7% |
| 7D | -16.3% | +5.4% | -21.8% | -17.8% |
| 30D | +9.9% | +31.0% | -21.1% | +0.6% |
| 3M | +30.2% | +46.0% | -15.9% | +14.8% |
| 6M | +37.2% | +77.3% | -40.1% | +13.2% |
| YTD | -7.3% | +141.9% | -149.2% | -31.2% |
| 1Y | +40.0% | +120.9% | -80.9% | +7.1% |
| 3Y | -4.4% | +182.7% | -187.1% | -34.4% |
| All | -75.7% | +645.9% | -721.6% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling