+97.7%
MTUM vs PCOR
-35.6%
+133.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.8% |
| 7D | +4.1% | -9.0% | +13.1% | +5.6% |
| 30D | +0.6% | -7.0% | +7.6% | +1.6% |
| 3M | -0.6% | +18.3% | -19.0% | -4.1% |
| 6M | +25.3% | -7.8% | +33.1% | +25.3% |
| YTD | +23.8% | -25.6% | +49.4% | +28.6% |
| 1Y | +25.4% | -22.7% | +48.1% | +28.6% |
| 3Y | +117.3% | -17.7% | +134.9% | +114.3% |
| 5Y | +79.7% | -42.0% | +121.7% | +77.4% |
| All | +97.7% | -35.6% | +133.3% | +95.9% |
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 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