-0.7%
MDT vs PCOR
-12.9%
+12.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -3.7% | +2.2% | -5.8% | -3.9% |
| 30D | +8.6% | +37.4% | -28.9% | +4.8% |
| 3M | +12.2% | +33.2% | -21.0% | +8.4% |
| 6M | +33.7% | +60.6% | -26.9% | +26.2% |
| YTD | +7.8% | +6.2% | +1.7% | +5.8% |
| 1Y | +8.9% | -1.1% | +10.0% | +7.7% |
| 3Y | +57.6% | +48.4% | +9.2% | +45.3% |
| 5Y | -0.7% | -13.1% | +12.4% | -3.8% |
| All | -0.7% | -12.9% | +12.2% | -3.8% |
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 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