-10.5%
MLM vs PTC
+0.1%
-10.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +9.1% | +0.1% | +9.0% | +9.1% |
| 30D | +14.6% | +1.5% | +13.1% | +14.6% |
| 3M | +0.3% | +37.8% | -37.5% | -1.2% |
| 6M | -7.5% | +41.2% | -48.7% | -9.9% |
| YTD | -10.2% | +12.0% | -22.3% | -8.0% |
| 1Y | -10.5% | +1.6% | -12.1% | -7.1% |
| All | -10.5% | +0.1% | -10.6% | -7.1% |
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 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