+1,782.2%
MDT vs PAAS
+971.0%
+811.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.0% |
| 7D | +5.4% | +8.4% | -3.0% | +5.1% |
| 30D | +19.1% | -7.2% | +26.2% | +19.4% |
| 3M | +19.5% | -14.0% | +33.5% | +20.1% |
| 6M | +33.5% | -26.8% | +60.2% | +34.9% |
| YTD | +8.7% | -19.8% | +28.5% | +9.0% |
| 1Y | +16.8% | +22.8% | -6.1% | +14.8% |
| 3Y | +53.0% | +183.6% | -130.7% | +43.2% |
| 5Y | -2.9% | +73.8% | -76.7% | -7.8% |
| 10Y | +61.4% | +185.6% | -124.1% | +47.1% |
| All | +1,782.2% | +971.0% | +811.2% | +1,558.5% |
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