+920.8%
MDB vs PEG
+108.7%
+812.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.8% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | -15.2% | +3.8% | -19.0% | -16.1% |
| 3M | -17.9% | +0.1% | -18.0% | -18.1% |
| 6M | +9.3% | -1.0% | +10.3% | +8.8% |
| YTD | -22.0% | -4.1% | -17.9% | -22.1% |
| 1Y | -9.3% | -6.9% | -2.5% | -8.6% |
| 3Y | -10.4% | +35.6% | -46.0% | -20.9% |
| 5Y | -43.2% | +42.8% | -86.0% | -51.1% |
| All | +920.8% | +108.7% | +812.1% | +695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling