+19.9%
MDT vs PCAR
+12.4%
+7.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +5.0% |
| 7D | +10.7% | +3.7% | +7.1% | +9.6% |
| 30D | +19.3% | -2.9% | +22.2% | +20.1% |
| 3M | +22.8% | -21.7% | +44.5% | +30.1% |
| 6M | +36.4% | -6.6% | +43.0% | +38.0% |
| YTD | +12.1% | -2.2% | +14.3% | +11.2% |
| 1Y | +19.9% | +12.2% | +7.7% | +15.2% |
| All | +19.9% | +12.4% | +7.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling