+893.4%
MU vs PCAR
+114.5%
+778.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +3.7% |
| 7D | -12.0% | +2.9% | -15.0% | -13.9% |
| 30D | -28.7% | -2.1% | -26.6% | -28.0% |
| 3M | -16.4% | -20.4% | +3.9% | -2.3% |
| 6M | -1.8% | -7.0% | +5.2% | +2.7% |
| YTD | +157.1% | -2.6% | +159.7% | +159.2% |
| 1Y | +208.5% | +9.8% | +198.7% | +185.0% |
| 3Y | +906.2% | +37.3% | +868.9% | +674.9% |
| 5Y | +893.4% | +116.4% | +777.0% | +424.6% |
| All | +893.4% | +114.5% | +778.9% | +424.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling