+540.9%
MPC vs PAAS
+75.8%
+465.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.8% |
| 7D | -12.8% | -0.4% | -12.3% | -12.8% |
| 30D | -12.7% | -11.6% | -1.1% | -12.0% |
| 3M | +27.1% | -15.6% | +42.7% | +28.3% |
| 6M | +45.8% | -19.1% | +64.9% | +46.9% |
| YTD | +134.7% | -20.9% | +155.6% | +134.4% |
| 1Y | +106.0% | +21.3% | +84.8% | +94.1% |
| 3Y | +165.5% | +177.4% | -11.9% | +116.5% |
| 5Y | +540.9% | +71.3% | +469.6% | +463.8% |
| All | +540.9% | +75.8% | +465.1% | +463.8% |
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