-77.0%
PATH vs MRK
+112.6%
-189.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 6M | +23.8% | +30.9% | -7.1% | +25.3% |
| YTD | -20.7% | +42.3% | -63.0% | -20.2% |
| 1Y | -8.1% | +76.1% | -84.1% | -8.6% |
| 3Y | -21.8% | +54.1% | -75.9% | -21.6% |
| All | -77.0% | +112.6% | -189.6% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling