+165.0%
MMM vs PCOR
+52.3%
+112.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +7.0% | +20.7% | -13.8% | +3.5% |
| 30D | +18.4% | +35.7% | -17.3% | +12.5% |
| 3M | +4.5% | +31.1% | -26.6% | -0.5% |
| 6M | +33.4% | +43.1% | -9.7% | +24.7% |
| YTD | +20.0% | +4.8% | +15.1% | +19.5% |
| 1Y | +15.0% | -3.7% | +18.7% | +17.1% |
| 3Y | +165.0% | +46.5% | +118.5% | +125.2% |
| All | +165.0% | +52.3% | +112.7% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling