+1,053.2%
MULL vs PCOR
+8.5%
+1,044.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -32.2% | +20.7% | -53.0% | -36.9% |
| 30D | -55.4% | +35.7% | -91.1% | -60.3% |
| 3M | -41.3% | +31.1% | -72.3% | -47.8% |
| 6M | -44.9% | +43.1% | -88.0% | -53.2% |
| YTD | +192.4% | +4.8% | +187.6% | +204.6% |
| 1Y | +239.4% | -3.7% | +243.1% | +301.5% |
| All | +1,053.2% | +8.5% | +1,044.7% | +1,007.4% |
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 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