+444.4%
MTZ vs PEG
+161.7%
+282.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +12.9% | +1.5% | +11.4% | +11.9% |
| 30D | -8.5% | +5.0% | -13.5% | -11.5% |
| 3M | -30.6% | -0.3% | -30.3% | -30.6% |
| 6M | -55.1% | -2.7% | -52.4% | -54.5% |
| YTD | -13.0% | -5.1% | -7.9% | -10.7% |
| 1Y | -4.3% | -8.3% | +4.0% | +0.4% |
| 3Y | +284.0% | +33.0% | +251.0% | +220.7% |
| 5Y | +97.7% | +41.3% | +56.4% | +55.8% |
| 10Y | +444.4% | +164.5% | +279.9% | +224.4% |
| All | +444.4% | +161.7% | +282.7% | +224.4% |
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 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