+4.4%
MCHP vs PTC
-0.9%
+5.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.2% |
| 7D | +0.3% | -13.6% | +13.9% | +8.0% |
| 30D | -9.8% | -14.7% | +4.9% | -2.6% |
| 3M | -19.7% | -5.9% | -13.8% | -19.9% |
| 6M | +13.6% | -21.1% | +34.7% | +26.0% |
| YTD | +16.5% | -26.0% | +42.5% | +33.9% |
| 1Y | +15.7% | -36.8% | +52.5% | +49.3% |
| 3Y | 0.0% | -10.3% | +10.2% | -4.9% |
| 5Y | +4.4% | +1.2% | +3.2% | -12.5% |
| All | +4.4% | -0.9% | +5.4% | -12.5% |
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