+43.1%
MCO vs PTC
-10.6%
+53.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.2% |
| 7D | -3.1% | -13.6% | +10.4% | +2.0% |
| 30D | -0.5% | -14.7% | +14.1% | +5.1% |
| 3M | +5.7% | -5.9% | +11.6% | +6.9% |
| 6M | +3.0% | -21.1% | +24.2% | +11.2% |
| YTD | -6.5% | -26.0% | +19.5% | +3.1% |
| 1Y | -5.8% | -36.8% | +31.1% | +9.7% |
| All | +43.1% | -10.6% | +53.7% | +31.2% |
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