+1,171.8%
MPC vs PCAR
+288.5%
+883.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +11.2% | +4.9% | +6.3% | +8.1% |
| 30D | -14.5% | -1.4% | -13.1% | -14.1% |
| 3M | +16.7% | -18.1% | +34.8% | +31.0% |
| 6M | +67.6% | -4.0% | +71.6% | +68.0% |
| YTD | +157.9% | -1.5% | +159.4% | +149.0% |
| 1Y | +116.7% | +13.2% | +103.5% | +89.4% |
| 3Y | +199.8% | +35.8% | +164.0% | +120.1% |
| 5Y | +604.4% | +114.6% | +489.8% | +250.6% |
| All | +1,171.8% | +288.5% | +883.2% | +299.9% |
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