+26.7%
MCD vs PCOR
-17.1%
+43.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +7.3% | +20.7% | -13.4% | +6.2% |
| 30D | +20.0% | +35.7% | -15.7% | +18.1% |
| 3M | +3.8% | +31.1% | -27.2% | +2.3% |
| 6M | +3.8% | +43.1% | -39.4% | +1.6% |
| YTD | -5.9% | +4.8% | -10.7% | -6.8% |
| 1Y | -3.2% | -3.7% | +0.4% | -3.8% |
| 3Y | +13.3% | +46.5% | -33.3% | +8.8% |
| All | +26.7% | -17.1% | +43.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling