+58.1%
MP vs PTC
+6.0%
+52.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +3.9% |
| 7D | -2.9% | -10.3% | +7.4% | +1.4% |
| 30D | +13.8% | +1.1% | +12.7% | +12.7% |
| 3M | -16.7% | +1.6% | -18.3% | -18.7% |
| 6M | -11.5% | -13.5% | +2.0% | -6.9% |
| YTD | +7.9% | -19.1% | +27.0% | +16.9% |
| 1Y | -15.0% | -33.9% | +18.8% | +2.9% |
| 3Y | +153.5% | -3.9% | +157.4% | +121.3% |
| All | +58.1% | +6.0% | +52.1% | +21.9% |
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