+235.5%
MXL vs PAAS
+187.0%
+48.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.2% |
| 30D | -7.0% | +6.8% | -13.8% | -8.5% |
| 3M | -33.4% | -2.9% | -30.5% | -33.0% |
| 6M | +260.2% | -16.4% | +276.6% | +269.9% |
| YTD | +260.0% | 0.0% | +259.9% | +254.8% |
| 1Y | +303.5% | +54.3% | +249.1% | +264.1% |
| 3Y | +160.4% | +230.7% | -70.2% | +99.5% |
| 5Y | +14.7% | +111.6% | -96.9% | -7.5% |
| 10Y | +215.6% | +211.7% | +3.9% | +128.5% |
| All | +235.5% | +187.0% | +48.5% | +116.2% |
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