-45.2%
MDB vs PTC
+55.9%
-101.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | -11.4% | -0.2% | -11.1% | -11.2% |
| 30D | -13.8% | +0.8% | -14.6% | -14.3% |
| 3M | -15.5% | +32.1% | -47.6% | -36.6% |
| 6M | +17.9% | +42.6% | -24.7% | -19.5% |
| YTD | -25.5% | +12.0% | -37.4% | -35.0% |
| 1Y | -12.1% | +12.2% | -24.2% | -23.6% |
| 3Y | -5.9% | +31.2% | -37.1% | -36.9% |
| All | -45.2% | +55.9% | -101.2% | -68.7% |
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