+372.6%
MCO vs PTC
+200.2%
+172.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -7.3% | -14.2% | +6.9% | -1.3% |
| 30D | -1.7% | -14.4% | +12.7% | +4.7% |
| 3M | +3.9% | -4.7% | +8.6% | +4.8% |
| 6M | +3.8% | -19.3% | +23.1% | +12.1% |
| YTD | -7.9% | -26.1% | +18.2% | +3.1% |
| 1Y | -6.8% | -37.1% | +30.2% | +11.2% |
| 3Y | +40.9% | -10.4% | +51.3% | +40.3% |
| 5Y | +27.5% | +2.5% | +25.0% | +17.6% |
| All | +372.6% | +200.2% | +172.4% | +165.8% |
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