+2,274.1%
MTZ vs PEG
+2,889.6%
-615.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.8% |
| 7D | -6.4% | -2.3% | -4.2% | -5.7% |
| 30D | -22.1% | +1.2% | -23.3% | -22.6% |
| 3M | -32.7% | -2.4% | -30.3% | -32.2% |
| 6M | -59.8% | -6.9% | -53.0% | -58.7% |
| YTD | -19.9% | -7.2% | -12.7% | -17.8% |
| 1Y | -11.5% | -8.9% | -2.6% | -8.5% |
| 3Y | +258.1% | +27.1% | +231.0% | +227.1% |
| 5Y | +85.5% | +33.8% | +51.7% | +64.8% |
| 10Y | +492.2% | +150.2% | +342.0% | +321.6% |
| All | +2,274.1% | +2,889.6% | -615.5% | +970.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling