+540.9%
MPC vs PCOR
-22.6%
+563.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -12.8% | +23.7% | -36.5% | -15.4% |
| 30D | -12.7% | +39.0% | -51.7% | -16.8% |
| 3M | +27.1% | +35.8% | -8.7% | +21.1% |
| 6M | +45.8% | +38.2% | +7.6% | +38.0% |
| YTD | +134.7% | +3.9% | +130.8% | +129.9% |
| 1Y | +106.0% | +5.7% | +100.4% | +101.2% |
| 3Y | +165.5% | +44.8% | +120.7% | +146.4% |
| 5Y | +540.9% | -19.8% | +560.7% | +495.8% |
| All | +540.9% | -22.6% | +563.5% | +495.8% |
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