+2,444.0%
MULL vs PCOR
-20.0%
+2,464.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -1.7% |
| 7D | +14.0% | -6.9% | +20.9% | +17.2% |
| 30D | +24.8% | -1.5% | +26.4% | +24.3% |
| 3M | -16.1% | +18.5% | -34.6% | -24.9% |
| 6M | +330.9% | -4.7% | +335.6% | +321.2% |
| YTD | +545.0% | -22.8% | +567.8% | +660.8% |
| 1Y | +2,427.1% | -20.7% | +2,447.9% | +2,779.0% |
| All | +2,444.0% | -20.0% | +2,464.0% | +2,666.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling