+7,004.6%
MCK vs PTC
+485.0%
+6,519.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.7% |
| 7D | -3.6% | -13.6% | +10.0% | -2.0% |
| 30D | +1.4% | -14.7% | +16.1% | +3.2% |
| 3M | +13.8% | -5.9% | +19.7% | +14.2% |
| 6M | -5.2% | -21.1% | +16.0% | -3.0% |
| YTD | +9.0% | -26.0% | +35.0% | +12.2% |
| 1Y | +26.9% | -36.8% | +63.7% | +32.8% |
| 3Y | +114.7% | -10.3% | +125.0% | +113.7% |
| 5Y | +347.1% | +1.2% | +345.9% | +334.2% |
| 10Y | +446.4% | +198.3% | +248.1% | +358.8% |
| All | +7,004.6% | +485.0% | +6,519.6% | +4,526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling