+106,206.6%
MU vs PCAR
+15,337.6%
+90,869.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | -0.5% | +9.5% | +9.3% |
| 30D | +13.8% | -6.2% | +20.0% | +18.1% |
| 3M | +2.1% | +5.9% | -3.8% | -0.7% |
| 6M | +153.8% | +0.4% | +153.4% | +153.4% |
| YTD | +256.4% | +14.8% | +241.6% | +230.1% |
| 1Y | +719.8% | +30.1% | +689.7% | +605.1% |
| 3Y | +1,360.4% | +66.7% | +1,293.7% | +987.0% |
| 5Y | +1,312.4% | +166.1% | +1,146.3% | +703.7% |
| 10Y | +6,142.6% | +353.7% | +5,788.9% | +2,550.8% |
| All | +106,206.6% | +15,337.6% | +90,869.1% | +8,011.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling