+302.4%
MXL vs PTEN
-15.6%
+318.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +18.9% | +3.5% | +15.4% | +17.7% |
| 30D | +0.3% | +17.5% | -17.2% | -4.4% |
| 3M | -8.0% | +12.7% | -20.8% | -12.0% |
| 6M | +341.2% | +33.1% | +308.2% | +297.7% |
| YTD | +327.8% | +116.4% | +211.4% | +232.6% |
| 1Y | +364.9% | +141.2% | +223.7% | +249.7% |
| 3Y | +229.2% | -3.8% | +233.0% | +209.1% |
| 5Y | +42.8% | +92.7% | -49.9% | +5.5% |
| All | +302.4% | -15.6% | +318.1% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling