+287.7%
MTZ vs PENG
+520.3%
-232.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -23.0% | +17.8% | +0.9% |
| 7D | -10.6% | -36.7% | +26.1% | -0.3% |
| 30D | -30.4% | -42.0% | +11.7% | -21.3% |
| 3M | -40.4% | -33.2% | -7.2% | -35.6% |
| 6M | -63.7% | +2.1% | -65.8% | -66.0% |
| YTD | -26.9% | +90.3% | -117.2% | -43.0% |
| 1Y | -20.2% | +67.7% | -87.8% | -35.8% |
| 3Y | +208.1% | +154.2% | +53.9% | +111.9% |
| 5Y | +69.4% | +28.3% | +41.1% | +27.8% |
| All | +287.7% | +520.3% | -232.7% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling