+3,289.4%
MLM vs PEGA
+1,076.4%
+2,213.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.0% |
| 1Y | -13.1% | -43.4% | +30.3% | -9.1% |
| 3Y | +21.2% | +48.6% | -27.4% | +12.5% |
| 5Y | +32.0% | -43.3% | +75.3% | +31.6% |
| 10Y | +195.3% | +109.7% | +85.7% | +161.4% |
| All | +3,289.4% | +1,076.4% | +2,213.0% | +2,349.1% |
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