+117.2%
MPC vs PTC
+0.1%
+117.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.7% | -8.1% |
| 7D | -10.9% | +0.1% | -11.0% | -10.9% |
| 30D | -9.4% | +1.5% | -10.9% | -9.5% |
| 3M | +26.0% | +37.8% | -11.8% | +24.1% |
| 6M | +56.5% | +41.2% | +15.3% | +54.3% |
| YTD | +144.3% | +12.0% | +132.2% | +134.5% |
| 1Y | +117.2% | +1.6% | +115.6% | +107.0% |
| All | +117.2% | +0.1% | +117.2% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling