-6.0%
MTZ vs PEG
-6.5%
+0.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +7.0% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -11.1% | +3.8% | -14.9% | -12.7% |
| 3M | -30.6% | +0.1% | -30.7% | -30.7% |
| 6M | -54.4% | -1.0% | -53.4% | -54.5% |
| YTD | -13.0% | -4.1% | -8.9% | -12.9% |
| All | -6.0% | -6.5% | +0.6% | -2.8% |
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