+21.5%
MLM vs PEGA
+48.6%
-27.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -4.9% |
| 7D | -1.2% | -1.6% | +0.4% | -1.1% |
| 30D | +7.9% | -3.0% | +10.9% | +8.2% |
| 3M | -4.5% | +5.8% | -10.3% | -5.2% |
| 6M | -12.6% | -8.8% | -3.8% | -12.4% |
| YTD | -14.9% | -43.5% | +28.7% | -11.1% |
| 1Y | -13.1% | -43.4% | +30.3% | -9.3% |
| All | +21.5% | +48.6% | -27.1% | +14.4% |
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