-2.9%
MDT vs PCOR
-19.6%
+16.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.9% |
| 7D | +5.4% | +22.7% | -17.3% | +3.0% |
| 30D | +19.1% | +37.5% | -18.4% | +14.9% |
| 3M | +19.5% | +35.2% | -15.7% | +15.2% |
| 6M | +33.5% | +42.2% | -8.8% | +27.5% |
| YTD | +8.7% | +3.6% | +5.1% | +6.9% |
| 1Y | +16.8% | -4.8% | +21.5% | +16.0% |
| 3Y | +53.0% | +48.3% | +4.6% | +40.9% |
| All | -2.9% | -19.6% | +16.7% | -4.3% |
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