+2,812.9%
MMM vs PTC
+6,346.6%
-3,533.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +0.9% |
| 7D | -3.3% | -10.3% | +6.9% | -2.0% |
| 30D | -7.0% | +1.1% | -8.2% | -7.3% |
| 3M | +10.8% | +1.6% | +9.2% | +10.1% |
| 6M | +5.8% | -13.5% | +19.2% | +7.1% |
| YTD | +6.8% | -19.1% | +25.8% | +8.9% |
| 1Y | +10.4% | -33.9% | +44.3% | +15.5% |
| 3Y | +104.7% | -3.9% | +108.6% | +103.4% |
| 5Y | +23.6% | +6.0% | +17.5% | +20.4% |
| 10Y | +54.1% | +223.7% | -169.6% | +28.9% |
| All | +2,812.9% | +6,346.6% | -3,533.7% | +1,238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling