+9.3%
MCO vs PCOR
+4.0%
+5.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +19.7% | -14.8% | -0.1% |
| 7D | +10.7% | +21.8% | -11.1% | +4.9% |
| 30D | +17.9% | +39.5% | -21.6% | +7.8% |
| 3M | +9.5% | +35.2% | -25.8% | +0.6% |
| 6M | +18.1% | +21.7% | -3.7% | +9.7% |
| YTD | +4.1% | +3.9% | +0.2% | -2.2% |
| 1Y | +9.3% | +6.9% | +2.4% | +2.7% |
| All | +9.3% | +4.0% | +5.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling