+258.1%
MTZ vs PENG
+184.4%
+73.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +12.4% | -2.8% | +5.8% |
| 7D | -6.4% | -19.4% | +13.0% | -1.1% |
| 30D | -22.1% | -42.4% | +20.3% | -10.0% |
| 3M | -32.7% | -25.6% | -7.0% | -28.9% |
| 6M | -59.8% | +7.3% | -67.1% | -63.6% |
| YTD | -19.9% | +113.9% | -133.8% | -43.4% |
| 1Y | -11.5% | +93.6% | -105.0% | -35.4% |
| 3Y | +258.1% | +170.2% | +87.9% | +83.3% |
| All | +258.1% | +184.4% | +73.7% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling