+361.1%
MTZ vs PENG
+661.7%
-300.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.3% | -0.7% | +6.1% |
| 7D | -2.4% | -3.8% | +1.4% | -1.9% |
| 30D | -11.1% | -40.1% | +29.0% | +0.2% |
| 3M | -30.6% | -21.8% | -8.8% | -28.0% |
| 6M | -54.4% | +3.3% | -57.7% | -57.3% |
| YTD | -13.0% | +133.6% | -146.7% | -35.8% |
| 1Y | -5.7% | +110.7% | -116.4% | -28.5% |
| 3Y | +297.2% | +204.3% | +92.9% | +160.8% |
| 5Y | +95.9% | +54.4% | +41.5% | +40.8% |
| All | +361.1% | +661.7% | -300.6% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling