+168.3%
MTZ vs PTEN
-1.7%
+170.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.4% |
| 7D | +3.6% | -1.0% | +4.6% | +3.8% |
| 30D | -9.6% | +29.3% | -38.9% | -14.8% |
| 3M | -31.9% | +7.2% | -39.2% | -33.6% |
| 6M | -13.8% | +43.5% | -57.3% | -23.8% |
| YTD | +13.3% | +113.2% | -100.0% | -11.5% |
| 1Y | +39.3% | +135.1% | -95.8% | +4.7% |
| 3Y | +168.3% | -4.8% | +173.2% | +132.5% |
| All | +168.3% | -1.7% | +170.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling