-78.0%
PATH vs MRK
+135.3%
-213.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.7% |
| 7D | -16.3% | +1.3% | -17.6% | -16.2% |
| 30D | +9.9% | +17.1% | -7.2% | +10.8% |
| 3M | +30.2% | +25.9% | +4.3% | +31.9% |
| 6M | +37.2% | +26.8% | +10.4% | +39.3% |
| YTD | -7.3% | +44.9% | -52.2% | -6.1% |
| 1Y | +40.0% | +84.8% | -44.8% | +40.8% |
| 3Y | -4.4% | +50.1% | -54.5% | -3.9% |
| 5Y | -76.0% | +127.4% | -203.5% | -74.1% |
| All | -78.0% | +135.3% | -213.3% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling