+189.4%
MXL vs PTC
-8.0%
+197.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.5% | +11.5% | +7.8% |
| 7D | +15.5% | -12.8% | +28.3% | +20.4% |
| 30D | -11.3% | -9.8% | -1.5% | -9.2% |
| 3M | -16.1% | -2.1% | -14.0% | -18.1% |
| 6M | +323.0% | -18.1% | +341.1% | +367.7% |
| YTD | +281.5% | -23.5% | +305.0% | +341.1% |
| 1Y | +319.3% | -37.4% | +356.7% | +476.1% |
| 3Y | +189.4% | -7.2% | +196.6% | +134.3% |
| All | +189.4% | -8.0% | +197.4% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling