+96.6%
MPC vs PCAR
+3.7%
+92.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.5% |
| 7D | -16.2% | +0.1% | -16.3% | -16.1% |
| 30D | -15.7% | -4.6% | -11.2% | -15.9% |
| 3M | +24.9% | -22.6% | +47.5% | +22.3% |
| 6M | +52.7% | -12.0% | +64.6% | +51.2% |
| YTD | +131.9% | -6.1% | +138.0% | +127.8% |
| 1Y | +96.6% | +6.3% | +90.3% | +92.7% |
| All | +96.6% | +3.7% | +92.9% | +92.7% |
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 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