-34.6%
MP vs PCAR
+12.4%
-47.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.1% | -6.1% |
| 7D | -12.5% | +3.7% | -16.2% | -13.4% |
| 30D | -23.3% | -2.9% | -20.4% | -22.6% |
| 3M | -24.4% | -21.7% | -2.6% | -18.8% |
| 6M | -45.8% | -6.6% | -39.1% | -45.0% |
| YTD | -28.9% | -2.2% | -26.7% | -28.0% |
| 1Y | -34.6% | +12.2% | -46.8% | -34.1% |
| All | -34.6% | +12.4% | -47.0% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling