+364.4%
PCAR vs MLM
+199.9%
+164.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | -0.5% | -2.9% | +2.4% | +0.6% |
| 30D | -6.2% | -6.8% | +0.6% | -3.6% |
| 3M | +5.9% | -11.2% | +17.1% | +10.8% |
| 6M | +0.4% | -21.8% | +22.2% | +10.5% |
| YTD | +14.8% | -17.0% | +31.8% | +22.9% |
| 1Y | +30.1% | -16.4% | +46.5% | +38.7% |
| 3Y | +66.7% | +14.5% | +52.2% | +55.3% |
| 5Y | +166.1% | +41.7% | +124.4% | +123.9% |
| All | +364.4% | +199.9% | +164.5% | +177.7% |
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