-81.2%
PATH vs MRK
+131.0%
-212.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -5.3% | -1.9% | -3.5% | -5.4% |
| 30D | -0.5% | +2.8% | -3.3% | -0.4% |
| 3M | -7.1% | +15.0% | -22.1% | -6.4% |
| 6M | +23.8% | +30.9% | -7.1% | +25.8% |
| YTD | -20.7% | +42.3% | -63.0% | -19.7% |
| 1Y | -8.1% | +76.1% | -84.1% | -7.4% |
| 3Y | -21.8% | +54.1% | -75.9% | -21.0% |
| 5Y | -76.8% | +109.5% | -186.4% | -75.9% |
| All | -81.2% | +131.0% | -212.2% | -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