-19.1%
MXL vs PAAS
+48.6%
-67.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +13.4% | -8.9% | +22.3% | +16.8% |
| 30D | -29.2% | -11.4% | -17.8% | -26.4% |
| 3M | -27.2% | -20.4% | -6.8% | -21.8% |
| 6M | -36.4% | -40.7% | +4.3% | -26.4% |
| YTD | +220.0% | -26.9% | +247.0% | +244.0% |
| 1Y | +304.8% | -3.1% | +307.9% | +299.6% |
| 3Y | +238.5% | +199.3% | +39.2% | +136.2% |
| All | -19.1% | +48.6% | -67.7% | -30.4% |
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 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