+540.9%
MPC vs PTC
+59.6%
+481.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -12.8% | -0.1% | -12.7% | -12.7% |
| 30D | -12.7% | +0.8% | -13.6% | -12.9% |
| 3M | +27.1% | +39.6% | -12.5% | +17.6% |
| 6M | +45.8% | +41.5% | +4.3% | +33.8% |
| YTD | +134.7% | +11.7% | +123.0% | +127.8% |
| 1Y | +106.0% | +2.4% | +103.6% | +104.3% |
| 3Y | +165.5% | +31.9% | +133.6% | +140.2% |
| 5Y | +540.9% | +54.5% | +486.4% | +438.0% |
| All | +540.9% | +59.6% | +481.3% | +438.0% |
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