+3,005.7%
MPC vs PAAS
+72.6%
+2,933.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.7% |
| 7D | -12.8% | -0.4% | -12.3% | -12.9% |
| 30D | -12.7% | -11.6% | -1.1% | -11.8% |
| 3M | +27.1% | -15.6% | +42.7% | +28.6% |
| 6M | +45.8% | -19.1% | +64.9% | +47.2% |
| YTD | +134.7% | -20.9% | +155.6% | +135.4% |
| 1Y | +106.0% | +21.3% | +84.8% | +95.5% |
| 3Y | +165.5% | +177.4% | -11.9% | +121.4% |
| 5Y | +540.9% | +71.3% | +469.6% | +455.1% |
| 10Y | +1,133.6% | +181.5% | +952.1% | +854.3% |
| All | +3,005.7% | +72.6% | +2,933.1% | +2,591.7% |
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