+10,989.4%
MTZ vs PTEN
+1,889.0%
+9,100.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -11.1% | +31.2% | -42.3% | -16.7% |
| 3M | -36.7% | +2.0% | -38.7% | -37.8% |
| 6M | -21.9% | +42.4% | -64.4% | -29.9% |
| YTD | +9.1% | +109.2% | -100.1% | -10.5% |
| 1Y | +30.0% | +122.3% | -92.3% | +4.5% |
| 3Y | +138.5% | -5.6% | +144.0% | +124.9% |
| 5Y | +158.3% | +86.5% | +71.9% | +95.5% |
| 10Y | +700.8% | -22.1% | +722.9% | +507.3% |
| All | +10,989.4% | +1,889.0% | +9,100.4% | +5,898.2% |
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