+920.8%
MDB vs PEGA
+8.4%
+912.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.6% | +7.1% |
| 7D | -0.9% | -10.0% | +9.1% | +5.7% |
| 30D | -15.2% | -12.7% | -2.5% | -8.2% |
| 3M | -17.9% | -4.6% | -13.3% | -16.3% |
| 6M | +9.3% | -13.1% | +22.4% | +16.9% |
| YTD | -22.0% | -47.6% | +25.6% | +13.3% |
| 1Y | -9.3% | -47.0% | +37.7% | +30.4% |
| 3Y | -10.4% | +42.0% | -52.4% | -45.8% |
| 5Y | -43.2% | -47.8% | +4.6% | -26.1% |
| All | +920.8% | +8.4% | +912.4% | +559.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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