+45.1%
MCO vs PCOR
-17.1%
+62.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.8% |
| 7D | -2.7% | -6.9% | +4.2% | -1.1% |
| 30D | +0.9% | -1.5% | +2.5% | +1.2% |
| 3M | +8.7% | +18.5% | -9.8% | +3.9% |
| 6M | +2.4% | -4.7% | +7.1% | +1.8% |
| YTD | -5.2% | -22.8% | +17.6% | -1.8% |
| 1Y | -4.4% | -20.7% | +16.4% | -1.9% |
| 3Y | +45.1% | -14.6% | +59.7% | +46.1% |
| All | +45.1% | -17.1% | +62.2% | +46.1% |
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