+130.2%
MP vs PCOR
+44.3%
+85.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +19.7% | -24.8% | -10.2% |
| 7D | -12.5% | +21.8% | -34.4% | -17.7% |
| 30D | -23.3% | +39.5% | -62.9% | -30.8% |
| 3M | -24.4% | +35.2% | -59.6% | -31.5% |
| 6M | -45.8% | +21.7% | -67.5% | -49.4% |
| YTD | -28.9% | +3.9% | -32.9% | -29.9% |
| 1Y | -34.6% | +6.9% | -41.5% | -36.7% |
| All | +130.2% | +44.3% | +85.9% | +50.7% |
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