+157.1%
MMM vs PTC
+32.2%
+125.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | +14.2% | +0.8% | +13.4% | +14.1% |
| 3M | +2.9% | +32.1% | -29.2% | -2.3% |
| 6M | +27.6% | +42.6% | -15.1% | +18.2% |
| YTD | +17.3% | +12.0% | +5.3% | +16.9% |
| 1Y | +15.1% | +12.2% | +2.9% | +14.5% |
| 3Y | +157.1% | +31.2% | +125.9% | +137.3% |
| All | +157.1% | +32.2% | +125.0% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling