-81.0%
PATH vs MRK
+131.4%
-212.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -1.1% | +3.5% | -4.6% | -0.9% |
| 3M | -14.2% | +11.2% | -25.4% | -13.6% |
| 6M | +30.9% | +32.5% | -1.6% | +33.0% |
| YTD | -20.1% | +42.5% | -62.6% | -19.1% |
| 1Y | -8.1% | +65.4% | -73.5% | -7.3% |
| 3Y | -24.3% | +58.8% | -83.1% | -23.2% |
| 5Y | -75.6% | +103.9% | -179.5% | -74.7% |
| All | -81.0% | +131.4% | -212.4% | -78.3% |
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