+53.1%
MMM vs PTC
+205.0%
-151.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | -2.1% | -7.3% | +5.1% | -0.3% |
| 30D | -9.8% | -11.6% | +1.8% | -7.2% |
| 3M | +4.9% | +10.5% | -5.5% | +1.4% |
| 6M | +7.3% | -17.8% | +25.1% | +11.6% |
| YTD | +4.5% | -24.9% | +29.4% | +11.1% |
| 1Y | +5.4% | -36.8% | +42.2% | +17.5% |
| 3Y | +98.6% | -8.7% | +107.3% | +96.7% |
| 5Y | +27.4% | +4.1% | +23.3% | +19.6% |
| All | +53.1% | +205.0% | -151.9% | +9.2% |
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