+12,741.4%
PCAR vs MKC
+3,052.1%
+9,689.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.7% |
| 7D | +3.5% | -2.4% | +5.9% | +4.3% |
| 30D | -2.3% | +5.4% | -7.7% | -4.2% |
| 3M | -19.3% | -11.1% | -8.2% | -16.4% |
| 6M | -7.1% | -1.4% | -5.7% | -7.6% |
| YTD | -2.8% | -29.4% | +26.6% | +7.6% |
| 1Y | +9.3% | -24.7% | +34.0% | +18.1% |
| 3Y | +33.5% | -21.8% | +55.3% | +39.8% |
| 5Y | +112.6% | -36.0% | +148.6% | +134.6% |
| 10Y | +276.9% | +24.9% | +252.0% | +210.6% |
| All | +12,741.4% | +3,052.1% | +9,689.2% | +3,861.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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