+29.9%
MCHP vs PTC
+0.1%
+29.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.2% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -7.5% | +1.5% | -9.1% | -7.4% |
| 3M | -6.0% | +37.8% | -43.8% | -2.4% |
| 6M | -20.1% | +41.2% | -61.3% | -14.1% |
| YTD | +20.2% | +12.0% | +8.2% | +36.7% |
| 1Y | +29.9% | +1.6% | +28.3% | +53.4% |
| All | +29.9% | +0.1% | +29.9% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling