-81.2%
PATH vs MRK
+134.2%
-215.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.1% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -3.7% | +2.2% | -5.9% | -3.6% |
| 3M | -13.8% | +16.4% | -30.1% | -13.0% |
| 6M | +20.3% | +35.3% | -15.0% | +22.3% |
| YTD | -20.8% | +44.2% | -65.0% | -19.8% |
| 1Y | -9.2% | +77.5% | -86.7% | -8.5% |
| 3Y | -21.8% | +59.2% | -81.0% | -20.7% |
| 5Y | -77.4% | +109.6% | -187.0% | -76.5% |
| All | -81.2% | +134.2% | -215.4% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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