-0.8%
PCAR vs MDLN
+20.5%
-21.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.6% | +2.1% |
| 7D | +2.2% | +4.5% | -2.3% | +1.7% |
| 30D | +0.3% | +17.9% | -17.6% | -1.4% |
| 3M | -17.9% | +20.3% | -38.2% | -19.4% |
| 6M | -3.4% | +7.4% | -10.8% | -4.4% |
| YTD | -0.1% | +0.4% | -0.5% | +0.1% |
| All | -0.8% | +20.5% | -21.2% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling