+238.5%
MXL vs PCOR
+50.0%
+188.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | +13.4% | +3.0% | +10.4% | +12.6% |
| 30D | -29.2% | +38.7% | -67.9% | -36.7% |
| 3M | -27.2% | +24.9% | -52.1% | -33.4% |
| 6M | -36.4% | +68.8% | -105.2% | -51.0% |
| YTD | +220.0% | +6.7% | +213.3% | +212.7% |
| 1Y | +304.8% | +3.0% | +301.8% | +306.5% |
| 3Y | +238.5% | +48.6% | +189.9% | +144.0% |
| All | +238.5% | +50.0% | +188.5% | +144.0% |
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