+293.0%
PCAR vs MLM
+167.5%
+125.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.7% |
| 7D | +2.9% | -3.8% | +6.8% | +4.6% |
| 30D | -2.1% | +11.0% | -13.1% | -6.4% |
| 3M | -20.4% | -3.1% | -17.3% | -19.5% |
| 6M | -7.0% | -9.8% | +2.8% | -3.5% |
| YTD | -2.6% | -14.4% | +11.7% | +2.8% |
| 1Y | +9.8% | -12.6% | +22.3% | +14.9% |
| 3Y | +37.3% | +19.7% | +17.5% | +25.6% |
| 5Y | +116.4% | +29.8% | +86.7% | +88.0% |
| 10Y | +293.0% | +153.5% | +139.4% | +145.7% |
| All | +293.0% | +167.5% | +125.5% | +145.7% |
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