+211.7%
MCD vs PCAR
+296.2%
-84.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +7.1% | +0.1% | +7.1% | +7.2% |
| 30D | +19.8% | -4.6% | +24.3% | +21.4% |
| 3M | +0.8% | -22.6% | +23.4% | +8.2% |
| 6M | -1.3% | -12.0% | +10.7% | +1.7% |
| YTD | -7.8% | -6.1% | -1.7% | -7.2% |
| 1Y | -5.0% | +6.3% | -11.3% | -7.9% |
| 3Y | +10.5% | +31.8% | -21.2% | -3.2% |
| 5Y | +22.0% | +104.2% | -82.2% | -10.6% |
| All | +211.7% | +296.2% | -84.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling