+1,049.8%
MDB vs PEGA
+30.0%
+1,019.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | -17.4% | +3.3% | -20.7% | -19.3% |
| 30D | -2.0% | +17.7% | -19.8% | -11.8% |
| 3M | -3.0% | +5.8% | -8.8% | -8.1% |
| 6M | +48.7% | -20.3% | +68.9% | +67.9% |
| YTD | -12.1% | -37.1% | +25.0% | +14.6% |
| 1Y | +14.5% | -30.2% | +44.7% | +36.6% |
| 3Y | -6.1% | +48.1% | -54.3% | -43.3% |
| 5Y | -27.3% | -46.8% | +19.5% | -2.6% |
| All | +1,049.8% | +30.0% | +1,019.8% | +567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling