+294.0%
PCAR vs MLM
+185.4%
+108.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.7% |
| 7D | +0.1% | -4.1% | +4.2% | +1.8% |
| 30D | -4.6% | +8.2% | -12.7% | -7.7% |
| 3M | -22.6% | -3.6% | -19.0% | -21.6% |
| 6M | -12.0% | -15.6% | +3.6% | -6.2% |
| YTD | -6.1% | -16.4% | +10.3% | +0.1% |
| 1Y | +6.3% | -14.3% | +20.7% | +12.2% |
| 3Y | +31.8% | +19.3% | +12.5% | +20.8% |
| 5Y | +104.2% | +29.6% | +74.6% | +77.5% |
| All | +294.0% | +185.4% | +108.6% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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