-18.2%
MDT vs PCAR
+168.1%
-186.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +9.5% | -6.2% | +15.7% | +11.2% |
| 3M | +16.0% | +5.9% | +10.1% | +14.1% |
| 6M | +0.2% | +0.4% | -0.2% | -0.3% |
| YTD | -0.3% | +14.8% | -15.1% | -4.1% |
| 1Y | +4.7% | +30.1% | -25.4% | -2.5% |
| 3Y | +26.5% | +66.6% | -40.1% | +7.1% |
| All | -18.2% | +168.1% | -186.2% | -43.6% |
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