+228.8%
MU vs PCAR
+11.3%
+217.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +12.8% | +4.9% | +7.9% | +9.8% |
| 30D | -14.9% | -1.4% | -13.4% | -14.1% |
| 3M | -18.0% | -18.1% | +0.1% | -5.4% |
| 6M | -3.1% | -4.0% | +0.9% | +0.1% |
| YTD | +172.9% | -1.5% | +174.4% | +180.5% |
| 1Y | +228.8% | +13.2% | +215.7% | +235.8% |
| All | +228.8% | +11.3% | +217.6% | +235.8% |
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