+39.1%
MDT vs PCAR
+357.6%
-318.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.3% |
| 7D | +0.4% | 0.0% | +0.3% | +0.4% |
| 30D | +6.0% | -7.7% | +13.7% | +8.8% |
| 3M | +15.5% | +3.7% | +11.8% | +13.7% |
| 6M | +3.4% | +2.3% | +1.1% | +2.0% |
| YTD | -2.2% | +12.8% | -15.0% | -6.9% |
| 1Y | +2.6% | +27.8% | -25.2% | -6.8% |
| 3Y | +27.5% | +61.8% | -34.3% | +2.7% |
| 5Y | -20.1% | +168.2% | -188.3% | -49.0% |
| 10Y | +39.1% | +359.1% | -320.0% | -28.4% |
| All | +39.1% | +357.6% | -318.5% | -28.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling