-41.4%
PCOR vs MLM
+41.9%
-83.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -5.0% |
| 7D | -9.0% | -2.9% | -6.1% | -7.2% |
| 30D | +4.2% | -6.8% | +11.0% | +9.1% |
| 3M | +14.4% | -11.2% | +25.7% | +22.3% |
| 6M | +0.2% | -21.8% | +22.0% | +16.1% |
| YTD | -20.3% | -17.0% | -3.3% | -12.6% |
| 1Y | -16.1% | -16.4% | +0.2% | -9.0% |
| 3Y | -14.7% | +14.5% | -29.2% | -31.3% |
| All | -41.4% | +41.9% | -83.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling