+178.8%
MXL vs PTC
+313.0%
-134.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +33.1% | +0.8% | +32.2% | +32.5% |
| 30D | -33.5% | +1.2% | -34.7% | -33.9% |
| 3M | -20.7% | +32.6% | -53.3% | -37.0% |
| 6M | -35.9% | +36.1% | -71.9% | -52.9% |
| YTD | +238.3% | +12.7% | +225.6% | +181.0% |
| 1Y | +296.2% | +10.2% | +286.1% | +235.0% |
| 3Y | +254.1% | +29.4% | +224.7% | +160.5% |
| 5Y | -14.1% | +61.1% | -75.2% | -45.1% |
| All | +178.8% | +313.0% | -134.2% | -5.2% |
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