+7,830.4%
MDT vs PTC
+5,991.9%
+1,838.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.2% |
| 7D | +0.4% | -12.8% | +13.2% | +2.1% |
| 30D | +6.0% | -9.8% | +15.8% | +7.2% |
| 3M | +15.5% | -2.1% | +17.6% | +15.5% |
| 6M | +3.4% | -18.1% | +21.5% | +5.5% |
| YTD | -2.2% | -23.5% | +21.3% | +0.5% |
| 1Y | +2.6% | -37.4% | +39.9% | +7.9% |
| 3Y | +27.5% | -7.2% | +34.7% | +26.8% |
| 5Y | -20.1% | +2.7% | -22.7% | -22.1% |
| 10Y | +39.1% | +203.4% | -164.4% | +17.3% |
| All | +7,830.4% | +5,991.9% | +1,838.5% | +2,904.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling