-8.1%
PATH vs MRK
+78.8%
-86.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -5.3% | -1.9% | -3.5% | -5.8% |
| 30D | -0.5% | +2.8% | -3.3% | +0.3% |
| 3M | -7.1% | +15.0% | -22.1% | -2.2% |
| 6M | +23.8% | +30.9% | -7.1% | +39.0% |
| YTD | -20.7% | +42.3% | -63.0% | -10.9% |
| 1Y | -8.1% | +76.1% | -84.1% | +8.2% |
| All | -8.1% | +78.8% | -86.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling