+21.6%
MCD vs PTC
+6.0%
+15.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.7% |
| 7D | -2.8% | -10.3% | +7.4% | -1.4% |
| 30D | -6.0% | +1.1% | -7.2% | -6.3% |
| 3M | -5.6% | +1.6% | -7.2% | -6.2% |
| 6M | -21.9% | -13.5% | -8.4% | -20.7% |
| YTD | -14.7% | -19.1% | +4.4% | -12.7% |
| 1Y | -17.3% | -33.9% | +16.6% | -12.8% |
| 3Y | -2.2% | -3.9% | +1.7% | -5.2% |
| All | +21.6% | +6.0% | +15.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling