+61.9%
MCO vs PCOR
-8.1%
+70.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | +9.1% | +37.4% | -28.3% | +0.1% |
| 3M | +6.2% | +33.2% | -27.0% | -2.1% |
| 6M | +12.6% | +60.6% | -48.0% | -1.8% |
| YTD | -0.2% | +6.2% | -6.4% | -4.4% |
| 1Y | +4.1% | -1.1% | +5.2% | +1.4% |
| 3Y | +50.6% | +48.4% | +2.2% | +27.4% |
| 5Y | +36.2% | -13.1% | +49.4% | +18.7% |
| All | +61.9% | -8.1% | +70.0% | +41.8% |
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