+205.0%
PCAR vs MDB
+912.7%
-707.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +4.9% | +6.8% | -1.9% | +4.5% |
| 30D | -1.4% | -6.2% | +4.8% | -1.2% |
| 3M | -18.1% | -29.2% | +11.1% | -16.6% |
| 6M | -4.0% | +10.3% | -14.3% | -5.8% |
| YTD | -1.5% | -20.4% | +18.9% | -1.6% |
| 1Y | +13.2% | -4.8% | +18.0% | +11.3% |
| 3Y | +35.8% | -11.6% | +47.4% | +30.2% |
| 5Y | +114.6% | -41.0% | +155.7% | +102.7% |
| All | +205.0% | +912.7% | -707.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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