+116.0%
MTUM vs PTC
-10.6%
+126.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | +4.1% | -13.6% | +17.7% | +6.6% |
| 30D | +0.6% | -14.7% | +15.3% | +3.2% |
| 3M | -0.6% | -5.9% | +5.3% | +0.1% |
| 6M | +25.3% | -21.1% | +46.5% | +33.4% |
| YTD | +23.8% | -26.0% | +49.8% | +34.6% |
| 1Y | +25.4% | -36.8% | +62.2% | +44.6% |
| All | +116.0% | -10.6% | +126.6% | +100.5% |
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 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