-10.5%
MLM vs PEGA
-44.4%
+34.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +9.1% | -2.9% | +12.0% | +9.4% |
| 30D | +14.6% | -0.5% | +15.1% | +14.6% |
| 3M | +0.3% | +8.5% | -8.2% | -0.7% |
| 6M | -7.5% | -6.3% | -1.2% | -7.3% |
| YTD | -10.2% | -42.2% | +32.0% | -7.4% |
| 1Y | -10.5% | -43.4% | +33.0% | -7.0% |
| All | -10.5% | -44.4% | +34.0% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling