+83.0%
MMM vs PCAR
+326.7%
-243.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | 0.0% |
| 7D | +5.8% | +2.9% | +2.8% | +4.3% |
| 30D | +17.9% | -2.1% | +20.1% | +19.4% |
| 3M | +3.6% | -20.4% | +23.9% | +16.4% |
| 6M | +32.9% | -7.0% | +39.9% | +37.1% |
| YTD | +19.5% | -2.6% | +22.1% | +19.8% |
| 1Y | +16.5% | +9.8% | +6.8% | +9.3% |
| 3Y | +167.2% | +37.3% | +129.9% | +113.2% |
| 5Y | +48.2% | +116.4% | -68.2% | -11.1% |
| 10Y | +83.0% | +293.0% | -209.9% | -21.0% |
| All | +83.0% | +326.7% | -243.6% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling