+167.0%
MPC vs PAAS
+178.1%
-11.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.8% |
| 7D | -12.8% | -0.4% | -12.3% | -12.7% |
| 30D | -12.7% | -11.6% | -1.1% | -12.3% |
| 3M | +27.1% | -15.6% | +42.7% | +27.8% |
| 6M | +45.8% | -19.1% | +64.9% | +46.4% |
| YTD | +134.7% | -20.9% | +155.6% | +133.5% |
| 1Y | +106.0% | +21.3% | +84.8% | +94.7% |
| All | +167.0% | +178.1% | -11.1% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling