+195.2%
MCD vs PTC
+313.0%
-117.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +16.0% | +1.2% | +14.9% | +15.8% |
| 3M | 0.0% | +32.6% | -32.7% | -5.6% |
| 6M | +0.9% | +36.1% | -35.1% | -5.6% |
| YTD | -8.7% | +12.7% | -21.4% | -11.9% |
| 1Y | -8.6% | +10.2% | -18.7% | -11.4% |
| 3Y | +9.9% | +29.4% | -19.6% | +1.0% |
| 5Y | +22.6% | +61.1% | -38.4% | +5.8% |
| All | +195.2% | +313.0% | -117.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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