+905.3%
MU vs PCOR
-10.0%
+915.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +19.7% | -26.7% | -12.3% |
| 7D | -19.1% | +21.8% | -41.0% | -24.1% |
| 30D | -25.2% | +39.5% | -64.8% | -32.6% |
| 3M | -10.9% | +35.2% | -46.1% | -19.8% |
| 6M | +38.0% | +21.7% | +16.3% | +26.2% |
| YTD | +178.8% | +3.9% | +174.9% | +164.4% |
| 1Y | +265.1% | +6.9% | +258.2% | +242.1% |
| 3Y | +1,006.2% | +44.8% | +961.5% | +820.7% |
| 5Y | +1,027.5% | -21.9% | +1,049.4% | +872.7% |
| All | +905.3% | -10.0% | +915.3% | +775.6% |
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