+113.2%
MCK vs PCOR
-18.2%
+131.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.2% |
| 7D | -3.6% | -9.0% | +5.4% | -3.7% |
| 30D | +1.4% | -7.0% | +8.4% | +1.3% |
| 3M | +13.8% | +18.3% | -4.5% | +13.9% |
| 6M | -5.2% | -7.8% | +2.6% | -5.5% |
| YTD | +9.0% | -25.6% | +34.6% | +8.4% |
| 1Y | +26.9% | -22.7% | +49.6% | +26.2% |
| All | +113.2% | -18.2% | +131.3% | +116.6% |
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