+847.8%
MU vs PTC
+55.9%
+791.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.7% |
| 3M | -21.7% | +32.1% | -53.8% | -30.0% |
| 6M | +3.5% | +42.6% | -39.1% | -12.9% |
| YTD | +141.9% | +12.0% | +130.0% | +130.8% |
| 1Y | +189.8% | +12.2% | +177.7% | +176.3% |
| 3Y | +855.4% | +31.2% | +824.2% | +675.4% |
| All | +847.8% | +55.9% | +791.9% | +559.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling