-16.1%
PCOR vs MLM
-15.9%
-0.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.4% |
| 7D | -9.0% | -2.9% | -6.1% | -8.6% |
| 30D | +4.2% | -6.8% | +11.0% | +5.1% |
| 3M | +14.4% | -11.2% | +25.7% | +15.8% |
| 6M | +0.2% | -21.8% | +22.0% | +4.6% |
| YTD | -20.3% | -17.0% | -3.3% | -17.8% |
| 1Y | -16.1% | -16.4% | +0.2% | -14.4% |
| All | -16.1% | -15.9% | -0.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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