+137.4%
MCK vs PCOR
+50.0%
+87.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +4.0% | +3.0% | +0.9% | +3.9% |
| 30D | +12.9% | +38.7% | -25.8% | +13.0% |
| 3M | +28.9% | +24.9% | +4.0% | +28.6% |
| 6M | +49.9% | +68.8% | -18.9% | +50.5% |
| YTD | +34.8% | +6.7% | +28.1% | +33.7% |
| 1Y | +30.8% | +3.0% | +27.8% | +29.6% |
| 3Y | +137.4% | +48.6% | +88.8% | +167.9% |
| All | +137.4% | +50.0% | +87.4% | +167.9% |
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