+30.3%
MKC vs PTC
+196.2%
-165.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | -4.3% | -13.6% | +9.3% | -2.5% |
| 30D | -3.1% | -14.7% | +11.5% | -1.2% |
| 3M | +6.8% | -5.9% | +12.7% | +7.3% |
| 6M | -18.3% | -21.1% | +2.8% | -16.2% |
| YTD | -23.1% | -26.0% | +3.0% | -20.5% |
| 1Y | -23.7% | -36.8% | +13.1% | -19.4% |
| 3Y | -31.0% | -10.3% | -20.7% | -31.7% |
| 5Y | -33.5% | +1.2% | -34.7% | -36.2% |
| 10Y | +30.3% | +198.3% | -168.0% | +1.9% |
| All | +30.3% | +196.2% | -165.9% | +1.9% |
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 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