+104.7%
MPC vs PTC
+10.6%
+94.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +2.6% | +0.5% | +2.1% | +2.6% |
| 30D | -12.2% | +0.9% | -13.1% | -12.2% |
| 3M | +20.1% | +30.4% | -10.3% | +18.0% |
| 6M | +60.6% | +34.4% | +26.2% | +57.2% |
| YTD | +150.6% | +12.6% | +138.0% | +146.2% |
| 1Y | +104.7% | +10.2% | +94.5% | +102.2% |
| All | +104.7% | +10.6% | +94.0% | +102.2% |
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