+3,134.4%
MTZ vs PEG
+2,907.1%
+227.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -11.1% | -2.4% | -8.6% | -10.2% |
| 3M | -36.7% | -4.8% | -31.9% | -35.5% |
| 6M | -21.9% | -10.7% | -11.3% | -18.5% |
| YTD | +9.1% | -6.7% | +15.8% | +11.9% |
| 1Y | +30.0% | -6.8% | +36.8% | +33.3% |
| 3Y | +138.5% | +34.5% | +104.0% | +113.1% |
| 5Y | +158.3% | +35.8% | +122.6% | +128.6% |
| 10Y | +700.8% | +141.7% | +559.0% | +477.2% |
| All | +3,134.4% | +2,907.1% | +227.3% | +1,357.0% |
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