+109.2%
PCAR vs MLM
+30.6%
+78.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | +0.8% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | -4.4% | +7.9% | -12.3% | -7.9% |
| 3M | -21.4% | -4.5% | -17.0% | -20.0% |
| 6M | -7.3% | -12.6% | +5.3% | -2.0% |
| YTD | -3.8% | -14.9% | +11.1% | +2.3% |
| 1Y | +6.3% | -13.1% | +19.4% | +12.0% |
| 3Y | +34.4% | +21.2% | +13.2% | +20.3% |
| 5Y | +109.2% | +32.0% | +77.2% | +73.4% |
| All | +109.2% | +30.6% | +78.6% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling