+1,135.3%
MPC vs PTC
+317.3%
+817.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -12.2% | +0.9% | -13.1% | -12.5% |
| 3M | +20.1% | +30.4% | -10.3% | +6.3% |
| 6M | +60.6% | +34.4% | +26.2% | +39.2% |
| YTD | +150.6% | +12.6% | +138.0% | +131.2% |
| 1Y | +104.7% | +10.2% | +94.5% | +90.4% |
| 3Y | +194.5% | +29.4% | +165.1% | +146.8% |
| 5Y | +582.3% | +63.7% | +518.5% | +391.9% |
| 10Y | +1,135.3% | +316.9% | +818.4% | +492.4% |
| All | +1,135.3% | +317.3% | +817.9% | +492.4% |
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