-17.3%
MCD vs PCOR
-14.7%
-2.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.7% | -1.5% |
| 7D | -2.8% | -9.0% | +6.1% | -2.9% |
| 30D | -6.0% | +4.2% | -10.2% | -6.0% |
| 3M | -5.6% | +14.4% | -20.0% | -6.4% |
| 6M | -21.9% | +0.2% | -22.0% | -23.0% |
| YTD | -14.7% | -20.3% | +5.6% | -16.5% |
| 1Y | -17.3% | -16.1% | -1.1% | -19.7% |
| All | -17.3% | -14.7% | -2.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling