-40.1%
MDB vs PAAS
+51.0%
-91.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.7% |
| 7D | +11.6% | -7.0% | +18.6% | +13.9% |
| 30D | -8.9% | -15.3% | +6.4% | -4.4% |
| 3M | -22.4% | -27.7% | +5.3% | -15.3% |
| 6M | +10.1% | -40.5% | +50.5% | +26.6% |
| YTD | -19.0% | -26.5% | +7.5% | -14.0% |
| 1Y | -7.0% | -0.8% | -6.2% | -11.3% |
| 3Y | -9.8% | +196.9% | -206.8% | -48.3% |
| 5Y | -40.1% | +49.2% | -89.2% | -42.3% |
| All | -40.1% | +51.0% | -91.0% | -42.3% |
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