+23.0%
MMM vs PCOR
+4.0%
+19.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +19.7% | -10.1% | +8.4% |
| 7D | +12.2% | +21.8% | -9.6% | +11.1% |
| 30D | +18.8% | +39.5% | -20.7% | +17.8% |
| 3M | +7.4% | +35.2% | -27.9% | +6.5% |
| 6M | +38.3% | +21.7% | +16.6% | +38.1% |
| YTD | +22.9% | +3.9% | +18.9% | +27.2% |
| 1Y | +23.0% | +6.9% | +16.1% | +27.0% |
| All | +23.0% | +4.0% | +19.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling