+998.5%
PAAS vs MTB
+2,709.1%
-1,710.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +8.4% | -1.3% | +9.7% | +8.6% |
| 30D | -7.2% | +0.5% | -7.7% | -7.2% |
| 3M | -14.0% | -12.4% | -1.6% | -12.4% |
| 6M | -26.8% | +1.5% | -28.3% | -27.0% |
| YTD | -19.8% | +10.3% | -30.1% | -21.1% |
| 1Y | +22.8% | +22.2% | +0.6% | +19.2% |
| 3Y | +183.6% | +96.9% | +86.7% | +155.0% |
| 5Y | +73.8% | +64.3% | +9.5% | +58.0% |
| 10Y | +185.6% | +137.8% | +47.7% | +131.4% |
| All | +998.5% | +2,709.1% | -1,710.6% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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