+31.8%
MMM vs PCOR
-10.3%
+42.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | +22.7% | -16.5% | +2.9% |
| 30D | +14.2% | +37.5% | -23.3% | +8.9% |
| 3M | +2.9% | +35.2% | -32.3% | -2.0% |
| 6M | +27.6% | +42.2% | -14.7% | +19.9% |
| YTD | +17.3% | +3.6% | +13.7% | +15.2% |
| 1Y | +15.1% | -4.8% | +19.8% | +14.7% |
| 3Y | +157.1% | +48.3% | +108.8% | +134.4% |
| 5Y | +45.1% | -20.1% | +65.2% | +34.1% |
| All | +31.8% | -10.3% | +42.2% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling