+3,249.7%
MDT vs PTEN
+1,927.4%
+1,322.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.4% |
| 30D | +6.0% | +29.3% | -23.3% | +3.4% |
| 3M | +15.5% | +7.2% | +8.3% | +14.2% |
| 6M | +3.4% | +43.5% | -40.1% | -0.9% |
| YTD | -2.2% | +113.2% | -115.4% | -9.8% |
| 1Y | +2.6% | +135.1% | -132.5% | -6.7% |
| 3Y | +27.5% | -4.8% | +32.4% | +23.6% |
| 5Y | -20.1% | +94.6% | -114.7% | -30.0% |
| 10Y | +39.1% | -24.2% | +63.3% | +18.2% |
| All | +3,249.7% | +1,927.4% | +1,322.3% | +2,056.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling