+339.0%
MCK vs PTC
+4.1%
+334.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -2.9% | -7.3% | +4.3% | -2.3% |
| 30D | +0.4% | -11.6% | +12.1% | +1.4% |
| 3M | +12.1% | +10.5% | +1.6% | +10.7% |
| 6M | -5.4% | -17.8% | +12.4% | -4.3% |
| YTD | +7.8% | -24.9% | +32.7% | +9.8% |
| 1Y | +22.9% | -36.8% | +59.8% | +27.0% |
| 3Y | +110.7% | -8.7% | +119.5% | +106.1% |
| All | +339.0% | +4.1% | +334.9% | +312.4% |
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