+920.8%
MDB vs PTC
+226.3%
+694.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.5% |
| 30D | -15.2% | +0.7% | -15.9% | -15.6% |
| 3M | -17.9% | +32.6% | -50.5% | -37.3% |
| 6M | +9.3% | +33.6% | -24.2% | -18.4% |
| YTD | -22.0% | +12.4% | -34.4% | -32.8% |
| 1Y | -9.3% | +11.2% | -20.5% | -21.3% |
| 3Y | -10.4% | +31.7% | -42.1% | -33.9% |
| 5Y | -43.2% | +60.1% | -103.3% | -62.6% |
| All | +920.8% | +226.3% | +694.5% | +351.0% |
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