+75.3%
MXL vs PCOR
-30.9%
+106.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.3% | +9.8% | +7.4% |
| 7D | +1.6% | -9.0% | +10.6% | +5.8% |
| 30D | -7.0% | +4.2% | -11.2% | -9.8% |
| 3M | -33.4% | +14.4% | -47.8% | -39.8% |
| 6M | +260.2% | +0.2% | +260.0% | +237.5% |
| YTD | +260.0% | -20.3% | +280.2% | +273.2% |
| 1Y | +303.5% | -16.1% | +319.6% | +306.3% |
| 3Y | +160.4% | -14.7% | +175.2% | +151.3% |
| 5Y | +14.7% | -43.2% | +57.9% | +15.4% |
| All | +75.3% | -30.9% | +106.2% | +75.3% |
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