+1,778.3%
MDT vs PAAS
+937.7%
+840.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.7% | -0.9% |
| 7D | +2.7% | +4.2% | -1.4% | +2.5% |
| 30D | +14.8% | -13.8% | +28.6% | +15.5% |
| 3M | +14.6% | -22.7% | +37.3% | +15.7% |
| 6M | +35.7% | -32.1% | +67.8% | +37.6% |
| YTD | +8.5% | -22.3% | +30.7% | +9.0% |
| 1Y | +13.3% | +7.7% | +5.6% | +12.0% |
| 3Y | +58.6% | +214.0% | -155.4% | +47.8% |
| 5Y | -2.6% | +63.2% | -65.8% | -7.3% |
| 10Y | +60.0% | +185.5% | -125.5% | +45.8% |
| All | +1,778.3% | +937.7% | +840.6% | +1,557.3% |
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 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