+3,144.9%
MMM vs PCAR
+12,836.9%
-9,692.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | +5.9% | +2.2% | +3.7% | +5.2% |
| 30D | +14.7% | -4.4% | +19.2% | +16.6% |
| 3M | +3.6% | -21.4% | +25.0% | +12.1% |
| 6M | +32.7% | -7.3% | +40.1% | +35.8% |
| YTD | +18.9% | -3.8% | +22.7% | +19.9% |
| 1Y | +16.4% | +6.3% | +10.1% | +13.4% |
| 3Y | +159.8% | +34.4% | +125.4% | +131.5% |
| 5Y | +47.2% | +109.2% | -62.0% | +13.0% |
| 10Y | +86.5% | +312.9% | -226.4% | +15.4% |
| All | +3,144.9% | +12,836.9% | -9,692.0% | +697.4% |
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