+265.1%
MU vs PCAR
+12.4%
+252.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -11.0% | -9.5% |
| 7D | -19.1% | +3.7% | -22.8% | -21.1% |
| 30D | -25.2% | -2.9% | -22.3% | -24.1% |
| 3M | -10.9% | -21.7% | +10.8% | +6.9% |
| 6M | +38.0% | -6.6% | +44.6% | +44.5% |
| YTD | +178.8% | -2.2% | +181.1% | +180.0% |
| 1Y | +265.1% | +12.2% | +252.9% | +255.6% |
| All | +265.1% | +12.4% | +252.7% | +255.6% |
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 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