+57.8%
MCO vs PCOR
-30.9%
+88.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.1% | -1.0% |
| 7D | -4.2% | -9.0% | +4.8% | -1.8% |
| 30D | +2.2% | +4.2% | -2.0% | +0.9% |
| 3M | +10.1% | +14.4% | -4.3% | +5.6% |
| 6M | +5.3% | +0.2% | +5.1% | +3.4% |
| YTD | -2.7% | -20.3% | +17.5% | +1.0% |
| 1Y | -0.4% | -16.1% | +15.7% | +1.4% |
| 3Y | +49.0% | -14.7% | +63.7% | +45.4% |
| 5Y | +33.6% | -43.2% | +76.8% | +26.7% |
| All | +57.8% | -30.9% | +88.7% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling