+364.9%
MXL vs PTC
-36.4%
+401.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +8.1% |
| 7D | +18.9% | -7.3% | +26.1% | +16.2% |
| 30D | +0.3% | -11.6% | +12.0% | -3.0% |
| 3M | -8.0% | +10.5% | -18.5% | -4.5% |
| 6M | +341.2% | -17.8% | +359.1% | +399.7% |
| YTD | +327.8% | -24.9% | +352.8% | +419.5% |
| 1Y | +364.9% | -36.8% | +401.7% | +664.9% |
| All | +364.9% | -36.4% | +401.3% | +664.9% |
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