+181.2%
MLM vs PTC
+334.9%
-153.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | +8.2% | +0.8% | +7.4% | +7.9% |
| 3M | -3.6% | +32.1% | -35.7% | -13.8% |
| 6M | -15.6% | +42.6% | -58.2% | -27.7% |
| YTD | -16.4% | +12.0% | -28.4% | -22.0% |
| 1Y | -14.3% | +12.2% | -26.5% | -20.1% |
| 3Y | +19.3% | +31.2% | -11.9% | +2.1% |
| 5Y | +29.6% | +54.9% | -25.3% | +2.1% |
| All | +181.2% | +334.9% | -153.7% | +42.5% |
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 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