-8.1%
MCD vs PAAS
+5.1%
-13.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.6% |
| 7D | -1.9% | -5.2% | +3.2% | -1.8% |
| 30D | +16.6% | -13.9% | +30.5% | +16.7% |
| 3M | +0.9% | -23.8% | +24.7% | +1.1% |
| 6M | +1.5% | -36.4% | +37.9% | +1.7% |
| YTD | -8.3% | -23.4% | +15.0% | -7.9% |
| 1Y | -8.1% | +5.6% | -13.8% | -7.2% |
| All | -8.1% | +5.1% | -13.3% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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