+10.5%
MCD vs PAAS
+182.2%
-171.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +7.1% | +8.4% | -1.3% | +6.9% |
| 30D | +19.8% | -7.2% | +26.9% | +19.9% |
| 3M | +0.8% | -14.0% | +14.8% | +1.1% |
| 6M | -1.3% | -26.8% | +25.4% | -0.8% |
| YTD | -7.8% | -19.8% | +12.0% | -7.7% |
| 1Y | -5.0% | +22.8% | -27.8% | -6.3% |
| 3Y | +10.5% | +183.6% | -173.1% | +3.7% |
| All | +10.5% | +182.2% | -171.6% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling