+29.4%
MMM vs PTC
+6.0%
+23.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +1.7% |
| 7D | -3.3% | -10.3% | +6.9% | -0.7% |
| 30D | -7.0% | +1.1% | -8.2% | -7.6% |
| 3M | +10.8% | +1.6% | +9.2% | +9.5% |
| 6M | +5.8% | -13.5% | +19.2% | +9.1% |
| YTD | +6.8% | -19.1% | +25.8% | +12.2% |
| 1Y | +10.4% | -33.9% | +44.3% | +23.4% |
| 3Y | +104.7% | -3.9% | +108.6% | +98.1% |
| All | +29.4% | +6.0% | +23.4% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling