+601.0%
MPC vs PTC
+60.7%
+540.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +11.2% | +0.5% | +10.8% | +11.1% |
| 30D | -14.5% | +1.2% | -15.7% | -14.7% |
| 3M | +16.7% | +27.4% | -10.7% | +10.3% |
| 6M | +67.6% | +39.2% | +28.4% | +54.6% |
| YTD | +157.9% | +12.5% | +145.4% | +150.0% |
| 1Y | +116.7% | +12.3% | +104.4% | +110.0% |
| 3Y | +199.8% | +28.8% | +170.9% | +172.6% |
| All | +601.0% | +60.7% | +540.4% | +486.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling