+74.8%
MTZ vs PEG
+33.6%
+41.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.9% |
| 7D | -6.4% | -2.3% | -4.2% | -5.3% |
| 30D | -22.1% | +1.2% | -23.3% | -22.9% |
| 3M | -32.7% | -2.4% | -30.3% | -31.9% |
| 6M | -59.8% | -6.9% | -53.0% | -58.2% |
| YTD | -19.9% | -7.2% | -12.7% | -16.9% |
| 1Y | -11.5% | -8.9% | -2.6% | -7.1% |
| 3Y | +258.1% | +27.1% | +231.0% | +215.7% |
| All | +74.8% | +33.6% | +41.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling