+115.2%
PCAR vs MTUM
+51.4%
+63.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | +4.9% | +6.6% | -1.7% | +1.6% |
| 30D | -1.4% | -10.8% | +9.4% | +3.9% |
| 3M | -18.1% | -13.8% | -4.4% | -12.4% |
| 6M | -4.0% | -10.7% | +6.7% | -0.4% |
| YTD | -1.5% | +9.1% | -10.5% | -9.5% |
| 1Y | +13.2% | +11.4% | +1.8% | +2.6% |
| 3Y | +35.8% | +88.8% | -53.0% | -14.0% |
| All | +115.2% | +51.4% | +63.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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