+19.3%
MLM vs PTEN
-13.8%
+33.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -4.1% | -25.5% | +21.4% | -3.0% |
| 30D | +8.2% | -11.7% | +19.8% | +8.5% |
| 3M | -3.6% | -0.5% | -3.1% | -3.9% |
| 6M | -15.6% | -12.9% | -2.7% | -15.3% |
| YTD | -16.4% | +67.1% | -83.5% | -23.7% |
| 1Y | -14.3% | +70.5% | -84.9% | -22.1% |
| 3Y | +19.3% | -10.4% | +29.8% | +16.6% |
| All | +19.3% | -13.8% | +33.1% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling