+739.9%
MTZ vs PEG
+145.3%
+594.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.3% |
| 7D | +3.6% | +1.0% | +2.5% | +2.9% |
| 30D | -9.6% | -1.9% | -7.8% | -8.6% |
| 3M | -31.9% | -3.7% | -28.3% | -30.4% |
| 6M | -13.8% | -9.4% | -4.4% | -8.7% |
| YTD | +13.3% | -6.0% | +19.2% | +17.1% |
| 1Y | +39.3% | -4.4% | +43.6% | +42.0% |
| 3Y | +168.3% | +33.5% | +134.8% | +124.8% |
| 5Y | +166.4% | +35.7% | +130.7% | +117.0% |
| 10Y | +739.9% | +140.4% | +599.5% | +440.3% |
| All | +739.9% | +145.3% | +594.6% | +440.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling