+70.1%
MDT vs PTC
+312.5%
-242.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.0% | +0.5% | +0.6% | +0.9% |
| 30D | +9.2% | +1.2% | +7.9% | +8.8% |
| 3M | +14.5% | +27.4% | -12.9% | +6.7% |
| 6M | +37.3% | +39.2% | -1.9% | +24.3% |
| YTD | +9.8% | +12.5% | -2.7% | +4.5% |
| 1Y | +10.5% | +12.3% | -1.7% | +5.2% |
| 3Y | +57.4% | +28.8% | +28.6% | +40.6% |
| 5Y | +1.2% | +60.9% | -59.7% | -17.0% |
| All | +70.1% | +312.5% | -242.3% | -2.1% |
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