+254.1%
MP vs PTC
+149.1%
+105.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | -10.5% | -0.2% | -10.3% | -10.4% |
| 30D | -23.5% | +0.8% | -24.3% | -23.8% |
| 3M | -25.4% | +32.1% | -57.5% | -35.1% |
| 6M | -51.3% | +42.6% | -93.9% | -60.1% |
| YTD | -29.9% | +12.0% | -41.9% | -35.2% |
| 1Y | -31.8% | +12.2% | -44.0% | -37.0% |
| 3Y | +127.0% | +31.2% | +95.8% | +75.7% |
| 5Y | -3.3% | +54.9% | -58.2% | -33.5% |
| All | +254.1% | +149.1% | +105.0% | +94.8% |
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