+642.2%
MPC vs PCAR
+168.1%
+474.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +5.4% | -0.5% | +6.0% | +5.6% |
| 30D | +31.0% | -6.2% | +37.2% | +34.3% |
| 3M | +46.0% | +5.9% | +40.1% | +41.4% |
| 6M | +77.3% | +0.4% | +76.9% | +74.3% |
| YTD | +141.9% | +14.8% | +127.1% | +121.9% |
| 1Y | +120.9% | +30.1% | +90.8% | +88.6% |
| 3Y | +182.7% | +66.7% | +116.0% | +106.3% |
| All | +642.2% | +168.1% | +474.2% | +294.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling