+18.5%
MLM vs PTEN
-8.3%
+26.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -6.8% | +31.2% | -38.1% | -8.1% |
| 3M | -11.2% | +2.0% | -13.3% | -11.0% |
| 6M | -21.8% | +42.4% | -64.2% | -25.0% |
| YTD | -17.0% | +109.2% | -126.2% | -24.6% |
| 1Y | -16.4% | +122.3% | -138.7% | -25.0% |
| All | +18.5% | -8.3% | +26.9% | +16.0% |
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