+605.3%
MPC vs PCOR
-10.3%
+615.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -16.2% | +22.7% | -38.9% | -18.5% |
| 30D | -15.7% | +37.5% | -53.2% | -19.4% |
| 3M | +24.9% | +35.2% | -10.3% | +19.4% |
| 6M | +52.7% | +42.2% | +10.4% | +44.2% |
| YTD | +131.9% | +3.6% | +128.3% | +127.3% |
| 1Y | +96.6% | -4.8% | +101.4% | +95.2% |
| 3Y | +163.8% | +48.3% | +115.4% | +145.3% |
| 5Y | +533.1% | -20.1% | +553.2% | +490.5% |
| All | +605.3% | -10.3% | +615.6% | +561.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling