+67.0%
MDT vs PAAS
+207.5%
-140.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -3.7% | -7.0% | +3.4% | -3.2% |
| 30D | +8.6% | -15.3% | +23.9% | +9.7% |
| 3M | +12.2% | -27.7% | +39.9% | +14.3% |
| 6M | +33.7% | -40.5% | +74.2% | +37.8% |
| YTD | +7.8% | -26.5% | +34.3% | +8.9% |
| 1Y | +8.9% | -0.8% | +9.7% | +7.4% |
| 3Y | +57.6% | +196.9% | -139.3% | +40.7% |
| 5Y | -0.7% | +49.2% | -49.8% | -8.4% |
| All | +67.0% | +207.5% | -140.4% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling