+6,346.6%
PTC vs MTB
+8,294.1%
-1,947.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -10.3% | +1.7% | -12.0% | -10.9% |
| 30D | +1.1% | -4.2% | +5.3% | +2.7% |
| 3M | +1.6% | +8.9% | -7.3% | -2.2% |
| 6M | -13.5% | +10.9% | -24.3% | -17.6% |
| YTD | -19.1% | +21.5% | -40.5% | -25.9% |
| 1Y | -33.9% | +21.9% | -55.8% | -39.6% |
| 3Y | -3.9% | +109.2% | -113.2% | -31.0% |
| 5Y | +6.0% | +102.0% | -95.9% | -25.9% |
| 10Y | +223.7% | +171.9% | +51.8% | +79.8% |
| All | +6,346.6% | +8,294.1% | -1,947.4% | +678.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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