-18.5%
MDT vs PAAS
+119.4%
-137.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.3% |
| 7D | +3.2% | -2.9% | +6.1% | +3.4% |
| 30D | +9.5% | +6.8% | +2.7% | +8.8% |
| 3M | +16.0% | -2.9% | +18.9% | +15.9% |
| 6M | +0.2% | -16.4% | +16.6% | +1.1% |
| YTD | -0.3% | 0.0% | -0.3% | -1.4% |
| 1Y | +4.7% | +54.3% | -49.6% | -1.2% |
| 3Y | +26.5% | +230.7% | -204.1% | +7.2% |
| All | -18.5% | +119.4% | -137.9% | -29.9% |
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