+180.6%
MPC vs PCOR
-14.4%
+195.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.0% |
| 7D | +5.4% | -9.0% | +14.4% | +7.1% |
| 30D | +31.0% | +4.2% | +26.8% | +29.8% |
| 3M | +46.0% | +14.4% | +31.6% | +42.0% |
| 6M | +77.3% | +0.2% | +77.1% | +74.9% |
| YTD | +141.9% | -20.3% | +162.2% | +149.4% |
| 1Y | +120.9% | -16.1% | +137.1% | +124.5% |
| All | +180.6% | -14.4% | +195.0% | +174.7% |
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