+7,983.2%
MDT vs PCAR
+15,337.6%
-7,354.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| YTD | -0.3% | +14.8% | -15.1% | -4.1% |
| 1Y | +4.7% | +30.1% | -25.4% | -2.5% |
| 3Y | +26.5% | +66.7% | -40.1% | +9.1% |
| 5Y | -18.2% | +166.1% | -184.3% | -37.9% |
| 10Y | +40.0% | +353.7% | -313.6% | -7.7% |
| All | +7,983.2% | +15,337.6% | -7,354.4% | +2,269.2% |
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 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