+1,079.5%
MPC vs PTC
+334.9%
+744.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -16.2% | -0.2% | -15.9% | -16.1% |
| 30D | -15.7% | +0.8% | -16.5% | -16.0% |
| 3M | +24.9% | +32.1% | -7.2% | +10.1% |
| 6M | +52.7% | +42.6% | +10.0% | +28.8% |
| YTD | +131.9% | +12.0% | +119.9% | +114.4% |
| 1Y | +96.6% | +12.2% | +84.5% | +81.5% |
| 3Y | +163.8% | +31.2% | +132.6% | +119.6% |
| 5Y | +533.1% | +54.9% | +478.2% | +369.3% |
| All | +1,079.5% | +334.9% | +744.5% | +482.6% |
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 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