+37.4%
MXL vs PCOR
-10.3%
+47.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.3% | +11.1% |
| 7D | -27.1% | +22.7% | -49.8% | -34.1% |
| 30D | -54.2% | +37.5% | -91.7% | -60.6% |
| 3M | -29.9% | +35.2% | -65.1% | -41.0% |
| 6M | -39.5% | +42.2% | -81.7% | -52.2% |
| YTD | +182.2% | +3.6% | +178.6% | +154.2% |
| 1Y | +231.8% | -4.8% | +236.6% | +214.2% |
| 3Y | +195.9% | +48.3% | +147.6% | +118.2% |
| 5Y | -27.3% | -20.1% | -7.2% | -37.0% |
| All | +37.4% | -10.3% | +47.7% | +19.4% |
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