+1,079.5%
MPC vs PCAR
+296.2%
+783.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | +0.2% |
| 7D | -16.2% | +0.1% | -16.3% | -16.5% |
| 30D | -15.7% | -4.6% | -11.2% | -13.6% |
| 3M | +24.9% | -22.6% | +47.5% | +44.9% |
| 6M | +52.7% | -12.0% | +64.6% | +61.4% |
| YTD | +131.9% | -6.1% | +138.0% | +130.5% |
| 1Y | +96.6% | +6.3% | +90.3% | +78.7% |
| 3Y | +163.8% | +31.8% | +132.0% | +96.8% |
| 5Y | +533.1% | +104.2% | +429.0% | +225.3% |
| All | +1,079.5% | +296.2% | +783.2% | +280.8% |
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