-7.8%
MP vs PCOR
-22.6%
+14.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -19.0% | +23.7% | -42.7% | -26.1% |
| 30D | -30.5% | +39.0% | -69.5% | -39.5% |
| 3M | -29.6% | +35.8% | -65.3% | -38.7% |
| 6M | -50.4% | +38.2% | -88.7% | -57.8% |
| YTD | -33.2% | +3.9% | -37.1% | -37.4% |
| 1Y | -38.6% | +5.7% | -44.3% | -43.1% |
| 3Y | +105.5% | +44.8% | +60.7% | +54.7% |
| 5Y | -7.8% | -19.8% | +11.9% | -13.5% |
| All | -7.8% | -22.6% | +14.7% | -13.5% |
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