+772.3%
MU vs PCOR
-10.3%
+782.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | -22.0% | +22.7% | -44.7% | -27.0% |
| 30D | -36.6% | +37.5% | -74.0% | -42.6% |
| 3M | -21.7% | +35.2% | -56.9% | -29.5% |
| 6M | +3.5% | +42.2% | -38.7% | -9.6% |
| YTD | +141.9% | +3.6% | +138.4% | +129.6% |
| 1Y | +189.8% | -4.8% | +194.6% | +185.1% |
| 3Y | +855.4% | +48.3% | +807.0% | +688.9% |
| 5Y | +869.2% | -20.1% | +889.2% | +735.0% |
| All | +772.3% | -10.3% | +782.6% | +660.4% |
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