-77.1%
PATH vs MRK
+107.1%
-184.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -2.3% | +2.3% | -4.6% | -2.2% |
| 30D | -4.8% | +1.7% | -6.5% | -4.7% |
| 3M | -17.7% | +13.8% | -31.5% | -17.2% |
| 6M | +18.9% | +34.7% | -15.8% | +20.4% |
| YTD | -21.7% | +43.6% | -65.3% | -21.3% |
| 1Y | -9.6% | +75.7% | -85.3% | -10.2% |
| 3Y | -25.8% | +60.0% | -85.8% | -25.4% |
| 5Y | -77.1% | +105.4% | -182.4% | -76.9% |
| All | -77.1% | +107.1% | -184.2% | -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