-21.9%
PCOR vs MLM
+40.7%
-62.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | +2.4% | +17.3% | +18.1% |
| 7D | +21.8% | +9.1% | +12.7% | +14.8% |
| 30D | +39.5% | +14.6% | +24.9% | +27.0% |
| 3M | +35.2% | +0.3% | +34.9% | +34.5% |
| 6M | +21.7% | -7.5% | +29.2% | +25.9% |
| YTD | +3.9% | -10.2% | +14.2% | +7.8% |
| 1Y | +6.9% | -10.5% | +17.4% | +10.9% |
| 3Y | +44.8% | +27.8% | +16.9% | +6.4% |
| 5Y | -21.9% | +38.9% | -60.8% | -48.1% |
| All | -21.9% | +40.7% | -62.6% | -48.1% |
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