+211.7%
MCD vs PTC
+334.9%
-123.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +7.1% | -0.2% | +7.4% | +7.2% |
| 30D | +19.8% | +0.8% | +19.0% | +19.6% |
| 3M | +0.8% | +32.1% | -31.3% | -4.8% |
| 6M | -1.3% | +42.6% | -43.9% | -8.6% |
| YTD | -7.8% | +12.0% | -19.7% | -10.9% |
| 1Y | -5.0% | +12.2% | -17.1% | -8.2% |
| 3Y | +10.5% | +31.2% | -20.7% | +1.3% |
| 5Y | +22.0% | +54.9% | -32.9% | +6.0% |
| All | +211.7% | +334.9% | -123.3% | +105.5% |
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