-14.3%
MLM vs PEGA
-45.2%
+30.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | -4.1% | -4.5% | +0.4% | -3.7% |
| 30D | +8.2% | -5.7% | +13.8% | +8.7% |
| 3M | -3.6% | +2.6% | -6.2% | -4.0% |
| 6M | -15.6% | -10.6% | -5.0% | -15.1% |
| YTD | -16.4% | -45.5% | +29.1% | -13.8% |
| 1Y | -14.3% | -44.8% | +30.4% | -12.0% |
| All | -14.3% | -45.2% | +30.9% | -12.0% |
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