-6.4%
MDB vs PTC
-3.9%
-2.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +2.0% | +0.6% |
| 7D | -17.4% | -10.3% | -7.2% | -10.1% |
| 30D | -2.0% | +1.1% | -3.2% | -2.6% |
| 3M | -3.0% | +1.6% | -4.6% | -5.1% |
| 6M | +48.7% | -13.5% | +62.1% | +66.4% |
| YTD | -12.1% | -19.1% | +6.9% | +3.6% |
| 1Y | +14.5% | -33.9% | +48.4% | +56.7% |
| All | -6.4% | -3.9% | -2.6% | -8.3% |
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