+8,062.9%
PCAR vs MLM
+3,210.3%
+4,852.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +3.0% |
| 7D | +3.7% | +9.1% | -5.5% | -0.3% |
| 30D | -2.9% | +14.6% | -17.6% | -8.7% |
| 3M | -21.7% | +0.3% | -22.0% | -22.0% |
| 6M | -6.6% | -7.5% | +0.8% | -4.0% |
| YTD | -2.2% | -10.2% | +8.0% | +1.5% |
| 1Y | +12.2% | -10.5% | +22.7% | +16.6% |
| 3Y | +36.5% | +27.8% | +8.7% | +20.2% |
| 5Y | +113.5% | +38.9% | +74.6% | +77.5% |
| 10Y | +319.4% | +211.4% | +108.0% | +123.7% |
| All | +8,062.9% | +3,210.3% | +4,852.6% | +1,722.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling