+2,812.9%
MMM vs PCAR
+15,337.6%
-12,524.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | -7.0% | -6.2% | -0.8% | -5.1% |
| 3M | +10.8% | +5.9% | +4.9% | +8.5% |
| 6M | +5.8% | +0.4% | +5.4% | +5.2% |
| YTD | +6.8% | +14.8% | -8.1% | +1.5% |
| 1Y | +10.4% | +30.1% | -19.7% | +0.6% |
| 3Y | +104.7% | +66.7% | +38.0% | +69.9% |
| 5Y | +23.6% | +166.1% | -142.6% | -12.4% |
| 10Y | +54.1% | +353.7% | -299.6% | -7.8% |
| All | +2,812.9% | +15,337.6% | -12,524.7% | +575.1% |
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