+79.6%
MMM vs PTC
+315.4%
-235.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +7.0% | +1.3% | +5.7% | +6.7% |
| 30D | +18.4% | +1.1% | +17.3% | +18.1% |
| 3M | +4.5% | +30.1% | -25.7% | -3.4% |
| 6M | +33.4% | +34.0% | -0.6% | +21.5% |
| YTD | +20.0% | +12.8% | +7.1% | +14.0% |
| 1Y | +15.0% | +10.7% | +4.3% | +9.8% |
| 3Y | +165.0% | +29.6% | +135.3% | +138.1% |
| 5Y | +47.9% | +63.5% | -15.6% | +22.8% |
| 10Y | +79.6% | +316.7% | -237.0% | +18.2% |
| All | +79.6% | +315.4% | -235.7% | +18.2% |
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 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