+445.3%
MP vs PCAR
+210.5%
+234.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -2.9% | -0.5% | -2.3% | -2.6% |
| 30D | +13.8% | -6.2% | +20.0% | +18.3% |
| 3M | -16.7% | +5.9% | -22.6% | -20.2% |
| 6M | -11.5% | +0.4% | -11.9% | -12.5% |
| YTD | +7.9% | +14.8% | -6.9% | -2.4% |
| 1Y | -15.0% | +30.1% | -45.1% | -30.1% |
| 3Y | +153.5% | +66.7% | +86.9% | +61.1% |
| 5Y | +58.7% | +166.1% | -107.5% | -33.2% |
| All | +445.3% | +210.5% | +234.8% | +99.7% |
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