+11.2%
MCD vs PCOR
+44.3%
-33.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +8.0% | +23.7% | -15.7% | +7.0% |
| 30D | +19.6% | +39.0% | -19.4% | +18.1% |
| 3M | +2.2% | +35.8% | -33.6% | +1.0% |
| 6M | -1.1% | +38.2% | -39.4% | -2.8% |
| YTD | -7.2% | +3.9% | -11.2% | -8.2% |
| 1Y | -6.7% | +5.7% | -12.4% | -7.8% |
| All | +11.2% | +44.3% | -33.1% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling