+14.6%
MMM vs PCOR
-4.3%
+18.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +5.8% | +22.2% | -16.4% | +4.6% |
| 30D | +17.9% | +36.0% | -18.1% | +16.7% |
| 3M | +3.6% | +34.0% | -30.4% | +2.6% |
| 6M | +32.9% | +43.5% | -10.6% | +32.0% |
| YTD | +19.5% | +5.1% | +14.4% | +26.7% |
| All | +14.6% | -4.3% | +18.9% | +23.4% |
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