+2,893.0%
MCD vs PAAS
+955.7%
+1,937.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.1% |
| 3M | +2.2% | -15.6% | +17.8% | +2.7% |
| 6M | -1.1% | -19.1% | +18.0% | -0.6% |
| YTD | -7.2% | -20.9% | +13.7% | -6.9% |
| 1Y | -6.7% | +21.3% | -28.0% | -8.1% |
| 3Y | +11.6% | +177.4% | -165.8% | +5.3% |
| 5Y | +22.6% | +71.3% | -48.7% | +17.1% |
| 10Y | +218.4% | +181.5% | +36.9% | +193.0% |
| All | +2,893.0% | +955.7% | +1,937.3% | +2,541.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling