+153.3%
MP vs PCOR
-14.4%
+167.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +2.6% |
| 7D | -2.9% | -9.0% | +6.1% | -0.4% |
| 30D | +13.8% | +4.2% | +9.7% | +12.1% |
| 3M | -16.7% | +14.4% | -31.1% | -20.2% |
| 6M | -11.5% | +0.2% | -11.7% | -13.0% |
| YTD | +7.9% | -20.3% | +28.2% | +14.8% |
| 1Y | -15.0% | -16.1% | +1.1% | -12.6% |
| All | +153.3% | -14.4% | +167.7% | +141.3% |
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 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