+30.0%
MTZ vs PENG
+118.5%
-88.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +0.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.9% |
| 30D | -11.1% | -7.1% | -4.0% | -9.2% |
| 3M | -36.7% | -27.3% | -9.4% | -33.4% |
| 6M | -21.9% | +169.6% | -191.5% | -39.2% |
| YTD | +9.1% | +164.6% | -155.5% | -15.8% |
| 1Y | +30.0% | +109.5% | -79.5% | -3.1% |
| All | +30.0% | +118.5% | -88.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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