+297.0%
MXL vs PCOR
+4.0%
+293.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +19.7% | -30.8% | -6.6% |
| 7D | -24.3% | +21.8% | -46.2% | -20.2% |
| 30D | -46.1% | +39.5% | -85.6% | -41.9% |
| 3M | -21.8% | +35.2% | -57.1% | -15.7% |
| 6M | -27.2% | +21.7% | -49.0% | -12.1% |
| YTD | +226.2% | +3.9% | +222.2% | +298.2% |
| 1Y | +297.0% | +6.9% | +290.1% | +382.6% |
| All | +297.0% | +4.0% | +293.0% | +382.6% |
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