+380.3%
MCO vs PTEN
-15.6%
+395.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.8% | +3.5% | -7.2% | -4.1% |
| 30D | -0.4% | +17.5% | -17.9% | -2.3% |
| 3M | +7.7% | +12.7% | -5.0% | +5.6% |
| 6M | +7.0% | +33.1% | -26.1% | +2.3% |
| YTD | -6.4% | +116.4% | -122.8% | -15.8% |
| 1Y | -7.6% | +141.2% | -148.8% | -18.4% |
| 3Y | +43.2% | -3.8% | +47.0% | +37.6% |
| 5Y | +29.6% | +92.7% | -63.1% | +10.7% |
| All | +380.3% | -15.6% | +395.9% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling