+475.1%
MULL vs PCOR
+4.0%
+471.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +19.7% | -33.4% | -5.3% |
| 7D | -35.9% | +21.8% | -57.7% | -29.1% |
| 30D | -47.3% | +39.5% | -86.9% | -38.7% |
| 3M | -30.6% | +35.2% | -65.8% | -19.1% |
| 6M | +13.7% | +21.7% | -8.0% | +45.6% |
| YTD | +272.1% | +3.9% | +268.2% | +467.2% |
| 1Y | +475.1% | +6.9% | +468.1% | +764.6% |
| All | +475.1% | +4.0% | +471.0% | +764.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling