+1,120.0%
MPC vs PTC
+224.0%
+896.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.7% |
| 7D | +5.4% | -10.3% | +15.7% | +9.8% |
| 30D | +31.0% | +1.1% | +29.8% | +29.8% |
| 3M | +46.0% | +1.6% | +44.4% | +43.1% |
| 6M | +77.3% | -13.5% | +90.8% | +84.4% |
| YTD | +141.9% | -19.1% | +161.0% | +157.5% |
| 1Y | +120.9% | -33.9% | +154.8% | +155.2% |
| 3Y | +182.7% | -3.9% | +186.6% | +168.7% |
| 5Y | +646.4% | +6.0% | +640.4% | +552.6% |
| All | +1,120.0% | +224.0% | +896.0% | +487.7% |
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