+213.3%
MCD vs PCAR
+291.3%
-77.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +7.3% | +3.5% | +3.8% | +6.3% |
| 30D | +20.0% | -2.3% | +22.2% | +20.7% |
| 3M | +3.8% | -19.3% | +23.2% | +10.2% |
| 6M | +3.8% | -7.1% | +10.9% | +5.3% |
| YTD | -5.9% | -2.8% | -3.1% | -6.2% |
| 1Y | -3.2% | +9.3% | -12.5% | -7.0% |
| 3Y | +13.3% | +33.5% | -20.2% | -1.2% |
| 5Y | +25.2% | +112.6% | -87.4% | -9.6% |
| 10Y | +213.3% | +276.9% | -63.6% | +87.7% |
| All | +213.3% | +291.3% | -77.9% | +87.7% |
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