+119.0%
PAAS vs MKC
-33.7%
+152.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -2.9% | -5.9% | +3.0% | -1.8% |
| 30D | +6.8% | -0.9% | +7.7% | +6.8% |
| 3M | -2.9% | +12.7% | -15.6% | -5.8% |
| 6M | -16.4% | -19.3% | +2.9% | -12.1% |
| YTD | 0.0% | -22.2% | +22.2% | +5.9% |
| 1Y | +54.3% | -23.3% | +77.7% | +63.8% |
| 3Y | +230.7% | -30.0% | +260.7% | +256.1% |
| All | +119.0% | -33.7% | +152.7% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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