+13.3%
MCD vs PTC
+31.6%
-18.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +7.3% | +1.3% | +6.0% | +7.2% |
| 30D | +20.0% | +1.1% | +18.9% | +19.9% |
| 3M | +3.8% | +30.1% | -26.3% | +1.8% |
| 6M | +3.8% | +34.0% | -30.3% | +1.0% |
| YTD | -5.9% | +12.8% | -18.7% | -7.1% |
| 1Y | -3.2% | +10.7% | -14.0% | -4.4% |
| 3Y | +13.3% | +29.6% | -16.4% | +9.4% |
| All | +13.3% | +31.6% | -18.4% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling