+3,091.3%
MLM vs PTEN
+1,774.6%
+1,316.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -4.1% | -25.5% | +21.4% | 0.0% |
| 30D | +8.2% | -11.7% | +19.8% | +9.8% |
| 3M | -3.6% | -0.5% | -3.1% | -4.2% |
| 6M | -15.6% | -12.9% | -2.7% | -15.3% |
| YTD | -16.4% | +67.1% | -83.5% | -25.2% |
| 1Y | -14.3% | +70.5% | -84.9% | -23.8% |
| 3Y | +19.3% | -10.4% | +29.8% | +13.6% |
| 5Y | +29.6% | +23.7% | +5.9% | +11.0% |
| 10Y | +189.9% | -42.7% | +232.6% | +135.9% |
| All | +3,091.3% | +1,774.6% | +1,316.8% | +1,933.2% |
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 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