+345.8%
MTZ vs PENG
+689.3%
-343.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +0.2% |
| 7D | +5.0% | +13.2% | -8.2% | +1.5% |
| 30D | -6.0% | -29.9% | +23.9% | +1.7% |
| 3M | -36.1% | -22.2% | -13.9% | -33.6% |
| 6M | -56.9% | -1.9% | -55.0% | -59.1% |
| YTD | -15.9% | +142.1% | -158.0% | -38.5% |
| 1Y | -3.8% | +151.5% | -155.4% | -30.5% |
| 3Y | +272.3% | +206.9% | +65.3% | +143.5% |
| 5Y | +91.1% | +58.2% | +32.8% | +36.3% |
| All | +345.8% | +689.3% | -343.5% | +158.8% |
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