+953.2%
MULL vs PCOR
+7.2%
+946.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +9.2% |
| 7D | -42.7% | +22.7% | -65.4% | -47.1% |
| 30D | -63.8% | +37.5% | -101.2% | -68.0% |
| 3M | -49.0% | +35.2% | -84.2% | -55.5% |
| 6M | -38.2% | +42.2% | -80.4% | -47.6% |
| YTD | +167.0% | +3.6% | +163.5% | +179.0% |
| 1Y | +247.7% | -4.8% | +252.5% | +311.8% |
| All | +953.2% | +7.2% | +946.0% | +914.5% |
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