+40.6%
MDT vs PTC
+196.2%
-155.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.3% |
| 7D | -0.3% | -13.6% | +13.3% | +3.3% |
| 30D | +2.8% | -14.7% | +17.4% | +6.7% |
| 3M | +13.1% | -5.9% | +19.0% | +13.9% |
| 6M | +2.3% | -21.1% | +23.5% | +7.6% |
| YTD | -2.7% | -26.0% | +23.3% | +3.7% |
| 1Y | +0.9% | -36.8% | +37.7% | +11.9% |
| 3Y | +26.8% | -10.3% | +37.1% | +24.6% |
| 5Y | -19.5% | +1.2% | -20.6% | -25.2% |
| 10Y | +40.6% | +198.3% | -157.7% | -13.7% |
| All | +40.6% | +196.2% | -155.6% | -13.7% |
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 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