+269.3%
MXL vs PCOR
-4.3%
+273.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.5% | +12.2% | +14.0% |
| 7D | -8.8% | +22.2% | -31.0% | -3.9% |
| 30D | -41.9% | +36.0% | -77.9% | -37.6% |
| 3M | -25.4% | +34.0% | -59.4% | -19.6% |
| 6M | -44.0% | +43.5% | -87.5% | -34.8% |
| YTD | +220.8% | +5.1% | +215.7% | +326.0% |
| All | +269.3% | -4.3% | +273.6% | +469.7% |
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