+25.3%
MTUM vs PTEN
+135.2%
-109.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.8% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -1.7% | +31.2% | -32.9% | -2.3% |
| 3M | -6.3% | +2.0% | -8.4% | -7.0% |
| 6M | +21.8% | +42.4% | -20.6% | +18.5% |
| YTD | +22.0% | +109.2% | -87.2% | +15.3% |
| 1Y | +25.3% | +122.3% | -97.0% | +17.2% |
| All | +25.3% | +135.2% | -109.9% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling