+349.5%
MTUM vs PTC
+205.0%
+144.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +0.7% | -7.3% | +8.0% | +3.2% |
| 30D | -2.4% | -11.6% | +9.2% | +1.2% |
| 3M | -3.6% | +10.5% | -14.1% | -8.4% |
| 6M | +23.7% | -17.8% | +41.5% | +29.5% |
| YTD | +22.9% | -24.9% | +47.8% | +32.7% |
| 1Y | +21.8% | -36.8% | +58.6% | +40.2% |
| 3Y | +114.4% | -8.7% | +123.2% | +109.1% |
| 5Y | +79.6% | +4.1% | +75.4% | +62.4% |
| All | +349.5% | +205.0% | +144.5% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling