+117.2%
MPC vs PCOR
+4.0%
+113.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +19.7% | -27.8% | -8.1% |
| 7D | -10.9% | +21.8% | -32.7% | -11.0% |
| 30D | -9.4% | +39.5% | -48.9% | -10.3% |
| 3M | +26.0% | +35.2% | -9.3% | +24.7% |
| 6M | +56.5% | +21.7% | +34.8% | +55.3% |
| YTD | +144.3% | +3.9% | +140.3% | +149.1% |
| 1Y | +117.2% | +6.9% | +110.3% | +117.9% |
| All | +117.2% | +4.0% | +113.2% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling