+32.6%
MMM vs PCOR
-8.1%
+40.7%
-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 | -0.8% | +2.2% | -3.0% | -1.1% |
| 30D | +14.4% | +37.4% | -23.0% | +9.1% |
| 3M | +1.8% | +33.2% | -31.4% | -2.9% |
| 6M | +31.3% | +60.6% | -29.3% | +21.1% |
| YTD | +18.0% | +6.2% | +11.8% | +15.4% |
| 1Y | +10.9% | -1.1% | +11.9% | +9.8% |
| 3Y | +160.6% | +48.4% | +112.2% | +137.6% |
| 5Y | +44.5% | -13.1% | +57.6% | +32.6% |
| All | +32.6% | -8.1% | +40.7% | +22.8% |
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 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