+138.8%
MLM vs PEGA
+97.3%
+41.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +9.0% | -4.1% | +13.2% | +9.8% |
| 3M | -5.6% | -2.8% | -2.7% | -5.4% |
| 6M | -10.7% | -0.4% | -10.2% | -11.9% |
| YTD | -17.2% | -45.4% | +28.2% | -8.0% |
| 1Y | -14.2% | -42.6% | +28.4% | -6.0% |
| 3Y | +15.6% | +45.4% | -29.8% | -6.5% |
| 5Y | +26.2% | -44.6% | +70.8% | +29.8% |
| All | +138.8% | +97.3% | +41.4% | +59.6% |
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