+85.9%
MTUM vs PCOR
+52.3%
+33.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.1% | +20.7% | -24.8% | -6.3% |
| 30D | -16.6% | +35.7% | -52.3% | -19.8% |
| 3M | -13.0% | +31.1% | -44.0% | -16.2% |
| 6M | -11.3% | +43.1% | -54.4% | -15.5% |
| YTD | +7.1% | +4.8% | +2.2% | +8.3% |
| 1Y | +6.4% | -3.7% | +10.0% | +10.0% |
| 3Y | +85.9% | +46.5% | +39.4% | +75.1% |
| All | +85.9% | +52.3% | +33.6% | +75.1% |
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