+44.5%
MMM vs PAAS
+51.0%
-6.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.9% |
| 7D | -0.8% | -7.0% | +6.2% | 0.0% |
| 30D | +14.4% | -15.3% | +29.7% | +16.4% |
| 3M | +1.8% | -27.7% | +29.5% | +5.1% |
| 6M | +31.3% | -40.5% | +71.8% | +38.0% |
| YTD | +18.0% | -26.5% | +44.5% | +20.3% |
| 1Y | +10.9% | -0.8% | +11.6% | +9.2% |
| 3Y | +160.6% | +196.9% | -36.3% | +115.4% |
| 5Y | +44.5% | +49.2% | -4.7% | +20.9% |
| All | +44.5% | +51.0% | -6.5% | +20.9% |
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