-22.5%
MKC vs PTC
+29.3%
-51.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -7.3% | +0.8% | -8.1% | -7.3% |
| 30D | +4.0% | +1.2% | +2.8% | +3.9% |
| 3M | -11.5% | +32.6% | -44.1% | -13.0% |
| 6M | +1.1% | +36.1% | -35.0% | -1.4% |
| YTD | -29.9% | +12.7% | -42.5% | -30.7% |
| 1Y | -27.0% | +10.2% | -37.2% | -27.7% |
| All | -22.5% | +29.3% | -51.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling