+25.6%
MKC vs PTC
+317.3%
-291.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -7.0% | +0.5% | -7.5% | -7.1% |
| 30D | +4.1% | +0.9% | +3.2% | +4.0% |
| 3M | -10.3% | +30.4% | -40.7% | -13.8% |
| 6M | +1.7% | +34.4% | -32.7% | -2.9% |
| YTD | -29.1% | +12.6% | -41.7% | -30.9% |
| 1Y | -26.0% | +10.2% | -36.2% | -27.7% |
| 3Y | -21.5% | +29.4% | -50.8% | -26.1% |
| 5Y | -35.0% | +63.7% | -98.8% | -41.7% |
| 10Y | +25.6% | +316.9% | -291.3% | -6.7% |
| All | +25.6% | +317.3% | -291.7% | -6.7% |
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