+729.8%
MU vs PCOR
-10.0%
+739.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | 0.0% | -17.5% | -17.5% |
| 7D | -29.7% | +23.7% | -53.4% | -34.4% |
| 30D | -37.2% | +39.0% | -76.2% | -43.3% |
| 3M | -26.5% | +35.8% | -62.3% | -33.9% |
| 6M | +2.6% | +38.2% | -35.7% | -9.6% |
| YTD | +130.1% | +3.9% | +126.2% | +118.2% |
| 1Y | +176.7% | +5.7% | +171.0% | +160.4% |
| 3Y | +813.1% | +44.8% | +768.3% | +660.0% |
| 5Y | +822.0% | -19.8% | +841.7% | +693.6% |
| All | +729.8% | -10.0% | +739.8% | +622.7% |
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