+134.5%
MCHP vs PTC
+312.5%
-177.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.7% | +0.5% | +5.2% | +5.5% |
| 30D | -13.4% | +1.2% | -14.7% | -14.0% |
| 3M | -20.1% | +27.4% | -47.5% | -32.6% |
| 6M | -35.5% | +39.2% | -74.7% | -50.0% |
| YTD | -1.6% | +12.5% | -14.1% | -14.4% |
| 1Y | +15.5% | +12.3% | +3.2% | +0.5% |
| 3Y | -13.2% | +28.8% | -42.0% | -32.0% |
| 5Y | -17.5% | +60.9% | -78.3% | -44.1% |
| All | +134.5% | +312.5% | -177.9% | -12.0% |
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