+353.0%
MCK vs PCOR
-36.7%
+389.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -4.4% | -12.2% | +7.8% | -4.4% |
| 30D | -2.2% | -9.4% | +7.2% | -2.2% |
| 3M | +11.6% | +22.2% | -10.7% | +11.5% |
| 6M | -4.9% | -7.3% | +2.4% | -5.1% |
| YTD | +7.7% | -26.8% | +34.6% | +7.6% |
| 1Y | +25.2% | -22.2% | +47.4% | +25.1% |
| 3Y | +112.1% | -19.1% | +131.2% | +111.9% |
| 5Y | +345.8% | -42.4% | +388.3% | +350.9% |
| All | +353.0% | -36.7% | +389.7% | +362.7% |
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 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