+13.5%
MCHP vs PTC
-37.0%
+50.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | -2.1% | -14.2% | +12.1% | -4.0% |
| 30D | -11.1% | -14.4% | +3.3% | -12.8% |
| 3M | -18.1% | -4.7% | -13.4% | -16.5% |
| 6M | +10.8% | -19.3% | +30.1% | +17.5% |
| YTD | +14.2% | -26.1% | +40.4% | +28.6% |
| 1Y | +13.5% | -37.1% | +50.5% | +53.8% |
| All | +13.5% | -37.0% | +50.4% | +53.8% |
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 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