-26.0%
MKC vs PTC
+10.6%
-36.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | +4.1% | +0.9% | +3.2% | +4.1% |
| 3M | -10.3% | +30.4% | -40.7% | -11.1% |
| 6M | +1.7% | +34.4% | -32.7% | -1.8% |
| YTD | -29.1% | +12.6% | -41.7% | -32.2% |
| 1Y | -26.0% | +10.2% | -36.2% | -29.2% |
| All | -26.0% | +10.6% | -36.6% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling