+2,652.4%
MCD vs PAAS
+1,235.6%
+1,416.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.7% |
| 30D | -6.0% | +6.8% | -12.8% | -6.3% |
| 3M | -5.6% | -2.9% | -2.7% | -5.6% |
| 6M | -21.9% | -16.4% | -5.4% | -21.5% |
| YTD | -14.7% | 0.0% | -14.7% | -15.1% |
| 1Y | -17.3% | +54.3% | -71.6% | -19.3% |
| 3Y | -2.2% | +230.7% | -232.8% | -8.3% |
| 5Y | +20.3% | +111.6% | -91.3% | +14.0% |
| 10Y | +180.7% | +211.7% | -31.0% | +157.0% |
| All | +2,652.4% | +1,235.6% | +1,416.7% | +2,308.2% |
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 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