+171.3%
MRVL vs PTC
+30.0%
+141.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | -28.1% | -0.2% | -27.9% | -28.1% |
| 30D | -50.4% | +0.8% | -51.1% | -50.4% |
| 3M | -32.9% | +32.1% | -65.0% | -36.5% |
| 6M | -17.9% | +42.6% | -60.6% | -25.0% |
| YTD | +66.4% | +12.0% | +54.5% | +75.6% |
| 1Y | +51.5% | +12.2% | +39.4% | +59.3% |
| All | +171.3% | +30.0% | +141.2% | +93.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling