+63.3%
MCO vs PCOR
-9.2%
+72.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.4% | +20.7% | -19.3% | -3.8% |
| 30D | +10.0% | +35.7% | -25.7% | +1.2% |
| 3M | +7.0% | +31.1% | -24.0% | -1.0% |
| 6M | +13.7% | +43.1% | -29.5% | +2.0% |
| YTD | +0.6% | +4.8% | -4.2% | -3.3% |
| 1Y | +6.2% | -3.7% | +9.9% | +4.2% |
| 3Y | +51.9% | +46.5% | +5.3% | +28.8% |
| 5Y | +37.5% | -17.3% | +54.7% | +20.5% |
| All | +63.3% | -9.2% | +72.5% | +43.4% |
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