+106.0%
MPC vs PCOR
+5.9%
+100.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -12.8% | +23.7% | -36.5% | -12.9% |
| 30D | -12.7% | +39.0% | -51.7% | -13.5% |
| 3M | +27.1% | +35.8% | -8.7% | +25.8% |
| 6M | +45.8% | +38.2% | +7.6% | +43.6% |
| YTD | +134.7% | +3.9% | +130.8% | +139.1% |
| 1Y | +106.0% | +5.7% | +100.4% | +107.4% |
| All | +106.0% | +5.9% | +100.1% | +107.4% |
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 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