+57.4%
MDT vs PCAR
+35.4%
+22.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.8% |
| 7D | +1.0% | +4.9% | -3.9% | -0.1% |
| 30D | +9.2% | -1.4% | +10.6% | +9.4% |
| 3M | +14.5% | -18.1% | +32.6% | +19.1% |
| 6M | +37.3% | -4.0% | +41.3% | +38.2% |
| YTD | +9.8% | -1.5% | +11.3% | +9.7% |
| 1Y | +10.5% | +13.2% | -2.7% | +7.5% |
| 3Y | +57.4% | +35.8% | +21.6% | +52.2% |
| All | +57.4% | +35.4% | +22.0% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling