+492.6%
MTZ vs PEG
+155.4%
+337.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +6.5% |
| 7D | -2.4% | +0.9% | -3.3% | -3.0% |
| 30D | -11.1% | +3.8% | -14.9% | -13.3% |
| 3M | -30.6% | +0.1% | -30.7% | -30.8% |
| 6M | -54.4% | -1.0% | -53.4% | -54.3% |
| YTD | -13.0% | -4.1% | -8.9% | -11.4% |
| 1Y | -5.7% | -6.9% | +1.2% | -2.1% |
| 3Y | +297.2% | +35.6% | +261.5% | +228.2% |
| 5Y | +95.9% | +42.8% | +53.1% | +53.7% |
| 10Y | +492.6% | +160.2% | +332.4% | +265.6% |
| All | +492.6% | +155.4% | +337.2% | +265.6% |
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