+635.9%
MPC vs PCOR
-30.9%
+666.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.9% |
| 7D | +5.4% | -9.0% | +14.4% | +6.7% |
| 30D | +31.0% | +4.2% | +26.8% | +30.1% |
| 3M | +46.0% | +14.4% | +31.6% | +42.8% |
| 6M | +77.3% | +0.2% | +77.1% | +75.4% |
| YTD | +141.9% | -20.3% | +162.2% | +146.4% |
| 1Y | +120.9% | -16.1% | +137.1% | +123.0% |
| 3Y | +182.7% | -14.7% | +197.4% | +179.9% |
| 5Y | +646.4% | -43.2% | +689.6% | +621.1% |
| All | +635.9% | -30.9% | +666.8% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling