+3,101.0%
MPC vs PTC
+515.8%
+2,585.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +2.7% |
| 7D | +5.4% | -10.3% | +15.7% | +9.8% |
| 30D | +31.0% | +1.1% | +29.8% | +29.8% |
| 3M | +46.0% | +1.6% | +44.4% | +43.0% |
| 6M | +77.3% | -13.5% | +90.8% | +84.1% |
| YTD | +141.9% | -19.1% | +161.0% | +156.9% |
| 1Y | +120.9% | -33.9% | +154.8% | +154.0% |
| 3Y | +182.7% | -3.9% | +186.6% | +170.2% |
| 5Y | +646.4% | +6.0% | +640.4% | +557.9% |
| 10Y | +1,138.7% | +223.7% | +915.0% | +525.1% |
| All | +3,101.0% | +515.8% | +2,585.2% | +1,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling