+206.2%
MLM vs PTEN
-24.5%
+230.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -0.8% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | -6.5% | +29.3% | -35.8% | -10.4% |
| 3M | -7.4% | +7.2% | -14.7% | -9.3% |
| 6M | -15.8% | +43.5% | -59.4% | -22.4% |
| YTD | -17.4% | +113.2% | -130.7% | -29.1% |
| 1Y | -17.9% | +135.1% | -153.0% | -31.2% |
| 3Y | +18.9% | -4.8% | +23.7% | +12.6% |
| 5Y | +43.4% | +94.6% | -51.2% | +11.3% |
| 10Y | +206.2% | -24.2% | +230.4% | +112.1% |
| All | +206.2% | -24.5% | +230.6% | +112.1% |
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