+1,269.9%
PAAS vs MKC
+1,867.2%
-597.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 6M | -16.4% | -19.3% | +2.9% | -13.4% |
| YTD | 0.0% | -22.2% | +22.2% | +4.1% |
| 1Y | +54.3% | -23.3% | +77.7% | +60.8% |
| 3Y | +230.7% | -30.0% | +260.7% | +248.3% |
| 5Y | +111.6% | -33.8% | +145.4% | +124.2% |
| 10Y | +211.7% | +24.4% | +187.3% | +190.5% |
| All | +1,269.9% | +1,867.2% | -597.3% | +899.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling