+1,166.2%
MPC vs PCAR
+287.3%
+878.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.1% | +3.5% |
| 7D | +9.4% | +2.1% | +7.3% | +8.1% |
| 30D | -13.4% | -1.2% | -12.2% | -13.2% |
| 3M | +18.9% | -18.6% | +37.5% | +33.9% |
| 6M | +64.9% | -5.1% | +70.0% | +66.5% |
| YTD | +156.8% | -1.8% | +158.6% | +148.4% |
| 1Y | +113.2% | +10.6% | +102.5% | +89.2% |
| 3Y | +201.8% | +34.9% | +166.9% | +122.5% |
| 5Y | +601.4% | +114.0% | +487.4% | +249.7% |
| All | +1,166.2% | +287.3% | +878.9% | +298.9% |
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