+80.3%
MMM vs PTC
+334.9%
-254.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | +14.2% | +0.8% | +13.4% | +14.0% |
| 3M | +2.9% | +32.1% | -29.2% | -5.2% |
| 6M | +27.6% | +42.6% | -15.1% | +14.0% |
| YTD | +17.3% | +12.0% | +5.3% | +11.7% |
| 1Y | +15.1% | +12.2% | +2.9% | +9.5% |
| 3Y | +157.1% | +31.2% | +125.9% | +130.2% |
| 5Y | +45.1% | +54.9% | -9.8% | +22.1% |
| All | +80.3% | +334.9% | -254.6% | +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