+116.7%
MPC vs PTC
+10.7%
+105.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +11.2% | +0.5% | +10.8% | +11.2% |
| 30D | -14.5% | +1.2% | -15.7% | -14.5% |
| 3M | +16.7% | +27.4% | -10.7% | +14.9% |
| 6M | +67.6% | +39.2% | +28.4% | +64.2% |
| YTD | +157.9% | +12.5% | +145.4% | +153.1% |
| 1Y | +116.7% | +12.3% | +104.4% | +112.1% |
| All | +116.7% | +10.7% | +105.9% | +112.1% |
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