+34.8%
MXL vs PTC
-0.9%
+35.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.3% | +10.8% | +9.6% |
| 7D | +19.0% | -13.6% | +32.6% | +29.2% |
| 30D | +4.5% | -14.7% | +19.1% | +13.3% |
| 3M | -1.5% | -5.9% | +4.4% | -5.3% |
| 6M | +348.6% | -21.1% | +369.7% | +397.7% |
| YTD | +310.3% | -26.0% | +336.3% | +375.3% |
| 1Y | +344.7% | -36.8% | +381.5% | +499.4% |
| 3Y | +211.2% | -10.3% | +221.5% | +180.0% |
| 5Y | +34.8% | +1.2% | +33.7% | +5.7% |
| All | +34.8% | -0.9% | +35.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling