+22.6%
MCD vs PAAS
+75.8%
-53.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +8.0% | -0.4% | +8.4% | +8.0% |
| 30D | +19.6% | -11.6% | +31.2% | +20.0% |
| 3M | +2.2% | -15.6% | +17.8% | +2.7% |
| 6M | -1.1% | -19.1% | +18.0% | -0.7% |
| YTD | -7.2% | -20.9% | +13.7% | -7.0% |
| 1Y | -6.7% | +21.3% | -28.0% | -8.3% |
| 3Y | +11.6% | +177.4% | -165.8% | +3.9% |
| 5Y | +22.6% | +71.3% | -48.7% | +16.3% |
| All | +22.6% | +75.8% | -53.2% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling