+5,077.6%
MCK vs PAAS
+1,226.8%
+3,850.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -1.9% | +2.0% | -3.9% | -2.0% |
| 30D | +2.4% | -0.1% | +2.4% | +2.3% |
| 3M | +16.1% | +8.2% | +7.9% | +15.6% |
| 6M | -3.1% | -13.8% | +10.7% | -2.8% |
| YTD | +8.7% | -0.6% | +9.4% | +8.0% |
| 1Y | +28.1% | +44.0% | -15.9% | +24.9% |
| 3Y | +114.1% | +246.6% | -132.5% | +98.4% |
| 5Y | +342.5% | +116.1% | +226.4% | +315.9% |
| 10Y | +424.1% | +202.7% | +221.4% | +374.2% |
| All | +5,077.6% | +1,226.8% | +3,850.8% | +4,432.8% |
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