+302.4%
MXL vs PTC
+205.0%
+97.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.5% |
| 7D | +18.9% | -7.3% | +26.1% | +24.1% |
| 30D | +0.3% | -11.6% | +12.0% | +6.6% |
| 3M | -8.0% | +10.5% | -18.5% | -19.6% |
| 6M | +341.2% | -17.8% | +359.1% | +364.5% |
| YTD | +327.8% | -24.9% | +352.8% | +375.6% |
| 1Y | +364.9% | -36.8% | +401.7% | +490.2% |
| 3Y | +229.2% | -8.7% | +238.0% | +212.1% |
| 5Y | +42.8% | +4.1% | +38.7% | +24.7% |
| All | +302.4% | +205.0% | +97.4% | +83.6% |
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 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