+116.3%
MP vs PCOR
+44.3%
+72.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -19.0% | +23.7% | -42.7% | -24.1% |
| 30D | -30.5% | +39.0% | -69.5% | -37.2% |
| 3M | -29.6% | +35.8% | -65.3% | -36.3% |
| 6M | -50.4% | +38.2% | -88.7% | -55.6% |
| YTD | -33.2% | +3.9% | -37.1% | -34.2% |
| 1Y | -38.6% | +5.7% | -44.3% | -40.2% |
| All | +116.3% | +44.3% | +72.0% | +41.6% |
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