-5.9%
MDB vs PEGA
+43.4%
-49.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.2% | +4.2% |
| 7D | -11.4% | -4.5% | -6.9% | -9.7% |
| 30D | -13.8% | -5.7% | -8.2% | -11.9% |
| 3M | -15.5% | +2.6% | -18.0% | -16.6% |
| 6M | +17.9% | -10.6% | +28.5% | +22.6% |
| YTD | -25.5% | -45.5% | +20.0% | -6.3% |
| 1Y | -12.1% | -44.8% | +32.7% | +9.9% |
| 3Y | -5.9% | +45.5% | -51.4% | -15.8% |
| All | -5.9% | +43.4% | -49.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling