-6.1%
PATH vs MRK
+50.6%
-56.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.6% |
| 7D | -16.3% | +1.3% | -17.6% | -16.3% |
| 30D | +9.9% | +17.1% | -7.2% | +9.9% |
| 3M | +30.2% | +25.9% | +4.3% | +30.1% |
| 6M | +37.2% | +26.8% | +10.4% | +37.2% |
| YTD | -7.3% | +44.9% | -52.2% | -9.2% |
| 1Y | +40.0% | +84.8% | -44.8% | +31.2% |
| All | -6.1% | +50.6% | -56.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling