+21.6%
MCD vs PCAR
+168.1%
-146.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -6.0% | -6.2% | +0.2% | -4.9% |
| 3M | -5.6% | +5.9% | -11.5% | -6.8% |
| 6M | -21.9% | +0.4% | -22.2% | -22.2% |
| YTD | -14.7% | +14.8% | -29.5% | -17.5% |
| 1Y | -17.3% | +30.1% | -47.4% | -22.2% |
| 3Y | -2.2% | +66.7% | -68.8% | -16.1% |
| All | +21.6% | +168.1% | -146.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling