+582.3%
MPC vs PCAR
+118.9%
+463.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.5% |
| 7D | +2.6% | +2.2% | +0.4% | +1.8% |
| 30D | -12.2% | +0.3% | -12.5% | -12.5% |
| 3M | +20.1% | -17.9% | +38.0% | +29.6% |
| 6M | +60.6% | -3.4% | +64.0% | +60.4% |
| YTD | +150.6% | -0.1% | +150.7% | +142.6% |
| 1Y | +104.7% | +13.4% | +91.2% | +85.0% |
| 3Y | +194.5% | +37.2% | +157.3% | +134.5% |
| 5Y | +582.3% | +117.3% | +464.9% | +300.7% |
| All | +582.3% | +118.9% | +463.4% | +300.7% |
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 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