-7.2%
MTZ vs PTEN
+77.0%
-84.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.3% |
| 7D | +16.5% | +7.2% | +9.2% | +15.9% |
| 30D | -10.2% | -7.4% | -2.8% | -9.8% |
| 3M | -34.2% | -2.4% | -31.7% | -33.7% |
| 6M | -56.0% | -10.0% | -45.9% | -55.8% |
| YTD | -14.8% | +79.7% | -94.6% | -24.6% |
| 1Y | -7.2% | +86.5% | -93.7% | -18.5% |
| All | -7.2% | +77.0% | -84.3% | -18.5% |
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