+180.6%
MPC vs PCAR
+66.6%
+114.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.4% | -0.5% | +6.0% | +5.6% |
| 30D | +31.0% | -6.2% | +37.2% | +33.5% |
| 3M | +46.0% | +5.9% | +40.1% | +42.4% |
| 6M | +77.3% | +0.4% | +76.9% | +75.3% |
| YTD | +141.9% | +14.8% | +127.1% | +125.0% |
| 1Y | +120.9% | +30.1% | +90.8% | +92.6% |
| All | +180.6% | +66.6% | +114.1% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling