+30.7%
MCO vs PTC
+4.1%
+26.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | -3.8% | -7.3% | +3.5% | -0.6% |
| 30D | -0.4% | -11.6% | +11.2% | +4.8% |
| 3M | +7.7% | +10.5% | -2.7% | +2.2% |
| 6M | +7.0% | -17.8% | +24.8% | +15.0% |
| YTD | -6.4% | -24.9% | +18.5% | +4.6% |
| 1Y | -7.6% | -36.8% | +29.2% | +11.1% |
| 3Y | +43.2% | -8.7% | +52.0% | +37.7% |
| All | +30.7% | +4.1% | +26.6% | +11.2% |
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 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