+76.3%
MMM vs PTC
+312.5%
-236.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +12.1% | +1.2% | +10.9% | +11.8% |
| 3M | +1.4% | +27.4% | -25.9% | -5.6% |
| 6M | +26.6% | +39.2% | -12.6% | +14.1% |
| YTD | +16.8% | +12.5% | +4.3% | +11.1% |
| 1Y | +10.1% | +12.3% | -2.2% | +4.7% |
| 3Y | +158.4% | +28.8% | +129.6% | +132.5% |
| 5Y | +43.1% | +60.9% | -17.8% | +19.3% |
| All | +76.3% | +312.5% | -236.1% | +15.8% |
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