+3,971.9%
MU vs PTC
+334.9%
+3,637.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | -22.0% | -0.2% | -21.8% | -21.9% |
| 30D | -36.6% | +0.8% | -37.3% | -36.8% |
| 3M | -21.7% | +32.1% | -53.8% | -33.5% |
| 6M | +3.5% | +42.6% | -39.1% | -18.7% |
| YTD | +141.9% | +12.0% | +130.0% | +114.0% |
| 1Y | +189.8% | +12.2% | +177.7% | +156.2% |
| 3Y | +855.4% | +31.2% | +824.2% | +650.1% |
| 5Y | +869.2% | +54.9% | +814.3% | +579.8% |
| All | +3,971.9% | +334.9% | +3,637.0% | +1,406.1% |
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