+33.1%
MCD vs PCOR
-7.6%
+40.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.6% | +3.0% | -4.7% | -1.8% |
| 30D | +14.1% | +38.7% | -24.6% | +12.3% |
| 3M | +0.6% | +24.9% | -24.2% | -0.6% |
| 6M | 0.0% | +68.8% | -68.8% | -2.7% |
| YTD | -9.3% | +6.7% | -16.0% | -10.2% |
| 1Y | -9.3% | +3.0% | -12.3% | -10.1% |
| 3Y | +8.6% | +48.6% | -40.0% | +4.4% |
| 5Y | +21.9% | -12.7% | +34.6% | +17.0% |
| All | +33.1% | -7.6% | +40.7% | +28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling