+45.3%
MMM vs PCOR
-19.6%
+65.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | +22.7% | -16.5% | +2.8% |
| 30D | +14.2% | +37.5% | -23.3% | +8.6% |
| 3M | +2.9% | +35.2% | -32.3% | -2.3% |
| 6M | +27.6% | +42.2% | -14.7% | +19.5% |
| YTD | +17.3% | +3.6% | +13.7% | +15.2% |
| 1Y | +15.1% | -4.8% | +19.8% | +14.8% |
| 3Y | +157.1% | +48.3% | +108.8% | +132.8% |
| All | +45.3% | -19.6% | +65.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling