-40.1%
MDB vs PTC
+62.5%
-102.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +11.6% | +0.8% | +10.7% | +10.8% |
| 30D | -8.9% | +1.2% | -10.1% | -9.7% |
| 3M | -22.4% | +32.6% | -55.0% | -41.9% |
| 6M | +10.1% | +36.1% | -26.0% | -21.2% |
| YTD | -19.0% | +12.7% | -31.7% | -29.7% |
| 1Y | -7.0% | +10.2% | -17.2% | -17.6% |
| 3Y | -9.8% | +29.4% | -39.3% | -38.5% |
| 5Y | -40.1% | +61.1% | -101.1% | -66.9% |
| All | -40.1% | +62.5% | -102.5% | -66.9% |
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