+1,706.0%
MMM vs PAAS
+971.0%
+735.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.8% | -1.5% |
| 7D | +6.2% | +8.4% | -2.2% | +5.7% |
| 30D | +14.2% | -7.2% | +21.4% | +14.7% |
| 3M | +2.9% | -14.0% | +16.9% | +3.6% |
| 6M | +27.6% | -26.8% | +54.3% | +29.4% |
| YTD | +17.3% | -19.8% | +37.1% | +18.0% |
| 1Y | +15.1% | +22.8% | -7.8% | +12.9% |
| 3Y | +157.1% | +183.6% | -26.5% | +137.7% |
| 5Y | +45.1% | +73.8% | -28.7% | +36.4% |
| 10Y | +83.9% | +185.6% | -101.7% | +63.5% |
| All | +1,706.0% | +971.0% | +735.0% | +1,445.7% |
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