+3,070.5%
MLM vs PTC
+544.7%
+2,525.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.0% | +7.2% | +2.2% |
| 7D | -2.9% | -10.3% | +7.4% | -1.2% |
| 30D | -6.8% | +1.1% | -8.0% | -7.2% |
| 3M | -11.2% | +1.6% | -12.8% | -12.0% |
| 6M | -21.8% | -13.5% | -8.4% | -20.6% |
| YTD | -17.0% | -19.1% | +2.1% | -14.7% |
| 1Y | -16.4% | -33.9% | +17.5% | -11.2% |
| 3Y | +14.5% | -3.9% | +18.4% | +13.4% |
| 5Y | +41.7% | +6.0% | +35.7% | +37.4% |
| 10Y | +200.0% | +223.7% | -23.7% | +140.2% |
| All | +3,070.5% | +544.7% | +2,525.9% | +1,767.2% |
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