+148.1%
MTZ vs PEGA
+49.4%
+98.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -1.6% | +3.3% | -4.9% | -2.0% |
| 30D | -11.1% | +17.7% | -28.8% | -13.3% |
| 3M | -36.7% | +5.8% | -42.5% | -37.5% |
| 6M | -21.9% | -20.3% | -1.7% | -18.7% |
| YTD | +9.1% | -37.1% | +46.3% | +19.5% |
| 1Y | +30.0% | -30.2% | +60.2% | +37.1% |
| All | +148.1% | +49.4% | +98.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 3y: compounded portfolio wealth divided by compounded PEGA 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…
3y analysis · Full analysis span regression · 6 months rolling