+3,005.7%
MPC vs PCAR
+450.0%
+2,555.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.0% |
| 7D | -12.8% | +2.2% | -14.9% | -14.2% |
| 30D | -12.7% | -4.4% | -8.3% | -10.7% |
| 3M | +27.1% | -21.4% | +48.5% | +46.2% |
| 6M | +45.8% | -7.3% | +53.1% | +49.2% |
| YTD | +134.7% | -3.8% | +138.5% | +130.6% |
| 1Y | +106.0% | +6.3% | +99.8% | +88.5% |
| 3Y | +165.5% | +34.4% | +131.1% | +100.1% |
| 5Y | +540.9% | +109.2% | +431.7% | +243.6% |
| 10Y | +1,133.6% | +312.9% | +820.7% | +320.6% |
| All | +3,005.7% | +450.0% | +2,555.7% | +612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling