+2,523.1%
MULL vs PCOR
-17.4%
+2,540.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -4.3% | +16.1% | +13.6% |
| 7D | +17.3% | -9.0% | +26.3% | +21.8% |
| 30D | +23.5% | +4.2% | +19.3% | +20.0% |
| 3M | -24.0% | +14.4% | -38.4% | -29.3% |
| 6M | +276.7% | +0.2% | +276.6% | +257.2% |
| YTD | +565.1% | -20.3% | +585.3% | +673.8% |
| 1Y | +2,802.6% | -16.1% | +2,818.7% | +3,057.1% |
| All | +2,523.1% | -17.4% | +2,540.6% | +2,713.6% |
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