+3,393.7%
MKC vs PTC
+6,346.6%
-2,952.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.1% | -0.4% |
| 7D | -5.9% | -10.3% | +4.4% | -4.9% |
| 30D | -0.9% | +1.1% | -2.0% | -1.0% |
| 3M | +12.7% | +1.6% | +11.1% | +12.3% |
| 6M | -19.3% | -13.5% | -5.8% | -18.5% |
| YTD | -22.2% | -19.1% | -3.1% | -21.0% |
| 1Y | -23.3% | -33.9% | +10.5% | -20.8% |
| 3Y | -30.0% | -3.9% | -26.1% | -30.6% |
| 5Y | -33.8% | +6.0% | -39.8% | -35.4% |
| 10Y | +24.4% | +223.7% | -199.3% | +7.2% |
| All | +3,393.7% | +6,346.6% | -2,952.9% | +1,366.5% |
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