+535.0%
PCAR vs MTUM
+599.3%
-64.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | -1.0% |
| 7D | -0.5% | +1.7% | -2.2% | -1.6% |
| 30D | -6.2% | -1.7% | -4.6% | -5.3% |
| 3M | +5.9% | -6.3% | +12.2% | +9.2% |
| 6M | +0.4% | +21.8% | -21.4% | -13.8% |
| YTD | +14.8% | +22.0% | -7.2% | -1.7% |
| 1Y | +30.1% | +25.3% | +4.8% | +9.0% |
| 3Y | +66.6% | +112.1% | -45.5% | -5.9% |
| 5Y | +166.1% | +76.2% | +89.9% | +69.6% |
| 10Y | +353.7% | +340.1% | +13.5% | +24.1% |
| All | +535.0% | +599.3% | -64.3% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling