+549.2%
MPC vs PTC
+55.4%
+493.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | -9.4% | +0.8% | -10.2% | -9.6% |
| 30D | -14.3% | +0.7% | -15.0% | -14.4% |
| 3M | +31.1% | +32.6% | -1.5% | +22.8% |
| 6M | +60.3% | +33.6% | +26.7% | +49.3% |
| YTD | +142.5% | +12.4% | +130.1% | +135.1% |
| 1Y | +104.6% | +11.2% | +93.4% | +98.8% |
| 3Y | +191.7% | +31.7% | +160.0% | +163.8% |
| 5Y | +549.2% | +60.1% | +489.2% | +444.2% |
| All | +549.2% | +55.4% | +493.8% | +444.2% |
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