+20.0%
MMM vs PCOR
-30.9%
+51.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.8% |
| 7D | -3.3% | -9.0% | +5.6% | -2.0% |
| 30D | -7.0% | +4.2% | -11.2% | -7.7% |
| 3M | +10.8% | +14.4% | -3.6% | +8.1% |
| 6M | +5.8% | +0.2% | +5.6% | +4.4% |
| YTD | +6.8% | -20.3% | +27.0% | +9.3% |
| 1Y | +10.4% | -16.1% | +26.5% | +11.7% |
| 3Y | +104.7% | -14.7% | +119.4% | +101.7% |
| 5Y | +23.6% | -43.2% | +66.7% | +19.0% |
| All | +20.0% | -30.9% | +51.0% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling