+303.5%
MXL vs PTC
-33.3%
+336.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.6% | +3.7% |
| 7D | +1.6% | -10.3% | +11.9% | -1.4% |
| 30D | -7.0% | +1.1% | -8.1% | -6.7% |
| 3M | -33.4% | +1.6% | -35.0% | -26.6% |
| 6M | +260.2% | -13.5% | +273.6% | +319.0% |
| YTD | +260.0% | -19.1% | +279.0% | +341.5% |
| 1Y | +303.5% | -33.9% | +337.3% | +490.9% |
| All | +303.5% | -33.3% | +336.7% | +490.9% |
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 · 6 months rolling