-14.1%
PCOR vs MLM
+50.1%
-64.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +3.4% |
| 7D | +23.7% | -1.2% | +24.9% | +24.8% |
| 30D | +39.0% | +7.9% | +31.1% | +32.0% |
| 3M | +35.8% | -4.5% | +40.2% | +39.2% |
| 6M | +38.2% | -12.6% | +50.9% | +48.2% |
| YTD | +3.9% | -14.9% | +18.8% | +11.4% |
| 1Y | +5.7% | -13.1% | +18.7% | +11.2% |
| 3Y | +44.8% | +21.2% | +23.5% | +13.4% |
| 5Y | -19.8% | +32.0% | -51.8% | -44.3% |
| All | -14.1% | +50.1% | -64.2% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling