+5,979.9%
MCD vs PCAR
+15,337.6%
-9,357.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -5.6% | +5.9% | -11.5% | -6.9% |
| 6M | -21.9% | +0.4% | -22.2% | -22.3% |
| YTD | -14.7% | +14.8% | -29.5% | -17.6% |
| 1Y | -17.3% | +30.1% | -47.4% | -22.3% |
| 3Y | -2.2% | +66.7% | -68.8% | -14.1% |
| 5Y | +20.3% | +166.1% | -145.8% | -5.1% |
| 10Y | +180.7% | +353.7% | -173.0% | +95.6% |
| All | +5,979.9% | +15,337.6% | -9,357.7% | +1,769.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling