-37.5%
MUZ vs PTC
+44.1%
-81.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -10.0% |
| 7D | +45.8% | -0.2% | +46.0% | +45.9% |
| 30D | +99.8% | +0.8% | +99.1% | +99.0% |
| 3M | +12.0% | +32.1% | -20.1% | -5.1% |
| All | -37.5% | +44.1% | -81.7% | -52.6% |
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 · Available span rolling