+1,079.5%
MPC vs PAAS
+192.1%
+887.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -16.2% | +8.4% | -24.6% | -16.9% |
| 30D | -15.7% | -7.2% | -8.5% | -15.3% |
| 3M | +24.9% | -14.0% | +38.9% | +26.1% |
| 6M | +52.7% | -26.8% | +79.4% | +55.9% |
| YTD | +131.9% | -19.8% | +151.6% | +132.0% |
| 1Y | +96.6% | +22.8% | +73.8% | +86.6% |
| 3Y | +163.8% | +183.6% | -19.9% | +120.9% |
| 5Y | +533.1% | +73.8% | +459.3% | +449.5% |
| All | +1,079.5% | +192.1% | +887.3% | +868.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling