-10.1%
MDB vs PTC
+29.3%
-39.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +11.6% | +0.8% | +10.7% | +11.1% |
| 30D | -8.9% | +1.2% | -10.1% | -9.4% |
| 3M | -22.4% | +32.6% | -55.0% | -35.7% |
| 6M | +10.1% | +36.1% | -26.0% | -11.2% |
| YTD | -19.0% | +12.7% | -31.7% | -24.0% |
| 1Y | -7.0% | +10.2% | -17.2% | -11.3% |
| All | -10.1% | +29.3% | -39.4% | -37.4% |
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 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