-14.3%
MTZ vs PEG
-6.2%
-8.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +0.6% | -16.0% | -15.6% |
| 7D | -7.4% | +1.0% | -8.4% | -7.9% |
| 30D | -23.6% | +6.6% | -30.2% | -25.9% |
| 3M | -38.3% | -3.1% | -35.2% | -37.5% |
| 6M | -60.6% | -7.4% | -53.2% | -59.6% |
| YTD | -22.9% | -6.4% | -16.5% | -21.6% |
| 1Y | -14.3% | -7.4% | -6.8% | -12.4% |
| All | -14.3% | -6.2% | -8.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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