+935.2%
MDB vs PEG
+107.7%
+827.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -1.0% | +2.6% | -3.6% | -1.6% |
| 30D | -14.0% | +3.3% | -17.3% | -14.8% |
| 3M | -20.3% | +1.1% | -21.4% | -20.7% |
| 6M | +10.9% | -1.4% | +12.3% | +10.5% |
| YTD | -20.9% | -4.6% | -16.3% | -20.9% |
| 1Y | -11.2% | -7.2% | -4.0% | -10.4% |
| 3Y | -11.9% | +33.7% | -45.7% | -21.9% |
| 5Y | -40.2% | +40.8% | -81.0% | -48.3% |
| All | +935.2% | +107.7% | +827.5% | +707.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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