+26.5%
MLM vs PTEN
+49.0%
-22.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -0.9% | +10.6% | -11.5% | -1.7% |
| 30D | +9.0% | -4.9% | +14.0% | +9.2% |
| 3M | -5.6% | +1.4% | -7.0% | -6.1% |
| 6M | -10.7% | -7.0% | -3.7% | -10.8% |
| YTD | -17.2% | +84.8% | -101.9% | -25.0% |
| 1Y | -14.2% | +95.7% | -109.9% | -23.0% |
| 3Y | +15.6% | +2.0% | +13.6% | +9.9% |
| All | +26.5% | +49.0% | -22.5% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling