+10.2%
MTUM vs PTC
+0.1%
+10.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -1.9% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -15.6% | +1.5% | -17.1% | -15.5% |
| 3M | -12.7% | +37.8% | -50.5% | -10.3% |
| 6M | -3.7% | +41.2% | -45.0% | +1.5% |
| YTD | +9.4% | +12.0% | -2.6% | +20.4% |
| 1Y | +10.2% | +1.6% | +8.6% | +23.9% |
| All | +10.2% | +0.1% | +10.1% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling