+3,151.0%
MLM vs PTC
+789.6%
+2,361.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -4.9% | -5.1% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | -4.5% | +39.6% | -44.0% | -10.7% |
| 6M | -12.6% | +41.5% | -54.1% | -19.0% |
| YTD | -14.9% | +11.7% | -26.6% | -18.0% |
| 1Y | -13.1% | +2.4% | -15.5% | -15.1% |
| 3Y | +21.2% | +31.9% | -10.7% | +12.8% |
| 5Y | +32.0% | +54.5% | -22.5% | +19.1% |
| 10Y | +195.3% | +342.1% | -146.7% | +122.3% |
| All | +3,151.0% | +789.6% | +2,361.4% | +1,696.1% |
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 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