+80.3%
MMM vs PCAR
+296.2%
-215.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.1% |
| 7D | +6.2% | +0.1% | +6.1% | +6.3% |
| 30D | +14.2% | -4.6% | +18.8% | +17.1% |
| 3M | +2.9% | -22.6% | +25.5% | +17.3% |
| 6M | +27.6% | -12.0% | +39.5% | +35.4% |
| YTD | +17.3% | -6.1% | +23.4% | +19.8% |
| 1Y | +15.1% | +6.3% | +8.8% | +9.8% |
| 3Y | +157.1% | +31.8% | +125.3% | +109.9% |
| 5Y | +45.1% | +104.2% | -59.1% | -9.9% |
| All | +80.3% | +296.2% | -215.9% | -18.5% |
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