+163.7%
MXL vs PTC
+312.5%
-148.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +13.4% | +0.5% | +12.9% | +13.1% |
| 30D | -29.2% | +1.2% | -30.4% | -29.6% |
| 3M | -27.2% | +27.4% | -54.6% | -40.7% |
| 6M | -36.4% | +39.2% | -75.6% | -54.1% |
| YTD | +220.0% | +12.5% | +207.5% | +166.0% |
| 1Y | +304.8% | +12.3% | +292.5% | +236.8% |
| 3Y | +238.5% | +28.8% | +209.6% | +149.8% |
| 5Y | -18.8% | +60.9% | -79.7% | -48.0% |
| All | +163.7% | +312.5% | -148.7% | -10.2% |
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