+235.5%
MXL vs PTC
+670.6%
-435.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.6% | +9.1% |
| 7D | +1.6% | -10.3% | +11.9% | +7.9% |
| 30D | -7.0% | +1.1% | -8.1% | -9.0% |
| 3M | -33.4% | +1.6% | -35.0% | -38.2% |
| 6M | +260.2% | -13.5% | +273.6% | +267.1% |
| YTD | +260.0% | -19.1% | +279.0% | +279.2% |
| 1Y | +303.5% | -33.9% | +337.3% | +385.6% |
| 3Y | +160.4% | -3.9% | +164.3% | +145.2% |
| 5Y | +14.7% | +6.0% | +8.7% | +3.3% |
| 10Y | +215.6% | +223.7% | -8.1% | +47.3% |
| All | +235.5% | +670.6% | -435.1% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling