+427.0%
MCK vs PTC
+205.0%
+222.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -2.9% | -7.3% | +4.3% | -1.7% |
| 30D | +0.4% | -11.6% | +12.1% | +2.3% |
| 3M | +12.1% | +10.5% | +1.6% | +9.7% |
| 6M | -5.4% | -17.8% | +12.4% | -3.1% |
| YTD | +7.8% | -24.9% | +32.7% | +12.0% |
| 1Y | +22.9% | -36.8% | +59.8% | +31.3% |
| 3Y | +110.7% | -8.7% | +119.5% | +106.4% |
| 5Y | +346.2% | +4.1% | +342.1% | +317.6% |
| All | +427.0% | +205.0% | +222.0% | +308.0% |
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