+3,971.9%
MU vs PCAR
+296.2%
+3,675.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +6.9% |
| 7D | -22.0% | +0.1% | -22.1% | -22.3% |
| 30D | -36.6% | -4.6% | -32.0% | -34.9% |
| 3M | -21.7% | -22.6% | +0.9% | -6.4% |
| 6M | +3.5% | -12.0% | +15.5% | +12.7% |
| YTD | +141.9% | -6.1% | +148.0% | +150.2% |
| 1Y | +189.8% | +6.3% | +183.5% | +172.8% |
| 3Y | +855.4% | +31.8% | +823.6% | +652.9% |
| 5Y | +869.2% | +104.2% | +765.0% | +435.6% |
| All | +3,971.9% | +296.2% | +3,675.7% | +1,608.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling