+110.7%
MCK vs PTC
-9.2%
+120.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -2.9% | -7.3% | +4.3% | -2.6% |
| 30D | +0.4% | -11.6% | +12.1% | +0.8% |
| 3M | +12.1% | +10.5% | +1.6% | +11.1% |
| 6M | -5.4% | -17.8% | +12.4% | -5.4% |
| YTD | +7.8% | -24.9% | +32.7% | +7.8% |
| 1Y | +22.9% | -36.8% | +59.8% | +23.2% |
| 3Y | +110.7% | -8.7% | +119.5% | +113.3% |
| All | +110.7% | -9.2% | +120.0% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling