+106.6%
PCAR vs MDB
-44.1%
+150.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -2.6% |
| 7D | +0.1% | -11.4% | +11.4% | +0.8% |
| 30D | -4.6% | -13.8% | +9.3% | -3.8% |
| 3M | -22.6% | -15.5% | -7.1% | -22.2% |
| 6M | -12.0% | +17.9% | -29.9% | -14.2% |
| YTD | -6.1% | -25.5% | +19.4% | -5.7% |
| 1Y | +6.3% | -12.1% | +18.4% | +5.1% |
| 3Y | +31.8% | -5.9% | +37.7% | +25.0% |
| All | +106.6% | -44.1% | +150.7% | +85.4% |
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