+36.3%
MCO vs PCOR
-19.6%
+55.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.4% | +22.7% | -20.3% | -3.5% |
| 30D | +12.5% | +37.5% | -25.0% | +2.6% |
| 3M | +7.1% | +35.2% | -28.1% | -2.2% |
| 6M | +13.2% | +42.2% | -29.0% | +1.1% |
| YTD | -0.4% | +3.6% | -3.9% | -4.1% |
| 1Y | +5.8% | -4.8% | +10.5% | +4.1% |
| 3Y | +55.4% | +48.3% | +7.0% | +29.2% |
| All | +36.3% | -19.6% | +55.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling