+117.3%
PCAR vs MDB
-39.7%
+157.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.3% |
| 7D | +2.2% | +3.0% | -0.8% | +2.0% |
| 30D | +0.3% | -11.3% | +11.7% | +1.0% |
| 3M | -17.9% | -23.0% | +5.1% | -17.0% |
| 6M | -3.4% | +14.8% | -18.2% | -5.5% |
| YTD | -0.1% | -19.4% | +19.3% | -0.2% |
| 1Y | +13.4% | -9.0% | +22.4% | +12.0% |
| 3Y | +37.2% | -10.3% | +47.5% | +30.9% |
| 5Y | +117.3% | -38.4% | +155.7% | +95.1% |
| All | +117.3% | -39.7% | +157.1% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling