+186.6%
MU vs PCAR
+9.2%
+177.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -15.2% | +3.5% | -18.7% | -16.9% |
| 30D | -29.5% | -2.3% | -27.2% | -28.6% |
| 3M | -15.8% | -19.3% | +3.6% | -1.7% |
| 6M | -2.9% | -7.1% | +4.2% | +2.0% |
| YTD | +154.2% | -2.8% | +157.0% | +159.2% |
| 1Y | +186.6% | +9.3% | +177.3% | +197.0% |
| All | +186.6% | +9.2% | +177.4% | +197.0% |
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 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