+7,389.9%
MCO vs PTC
+496.4%
+6,893.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.4% |
| 7D | -2.7% | -12.8% | +10.1% | -0.1% |
| 30D | +0.9% | -9.8% | +10.7% | +2.9% |
| 3M | +8.7% | -2.1% | +10.7% | +8.7% |
| 6M | +2.4% | -18.1% | +20.5% | +6.0% |
| YTD | -5.2% | -23.5% | +18.3% | -0.6% |
| 1Y | -4.4% | -37.4% | +33.0% | +4.0% |
| 3Y | +45.1% | -7.2% | +52.4% | +45.4% |
| 5Y | +31.5% | +2.7% | +28.8% | +28.8% |
| 10Y | +380.7% | +203.4% | +177.3% | +283.3% |
| All | +7,389.9% | +496.4% | +6,893.5% | +4,446.4% |
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 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