+211.3%
MCD vs PTC
+326.2%
-114.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +5.9% | +0.8% | +5.1% | +5.8% |
| 30D | +19.6% | +0.7% | +18.9% | +19.5% |
| 3M | +3.3% | +32.6% | -29.3% | -2.5% |
| 6M | +3.5% | +33.6% | -30.1% | -2.9% |
| YTD | -6.1% | +12.4% | -18.5% | -9.3% |
| 1Y | -3.7% | +11.2% | -14.9% | -6.8% |
| 3Y | +13.4% | +31.7% | -18.3% | +3.9% |
| 5Y | +25.2% | +60.1% | -34.9% | +8.1% |
| 10Y | +211.3% | +317.2% | -105.9% | +107.8% |
| All | +211.3% | +326.2% | -114.9% | +107.8% |
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