+3,205.6%
MLM vs PEGA
+1,209.2%
+1,996.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.9% | +3.3% | -6.2% | -3.2% |
| 30D | -6.8% | +17.7% | -24.6% | -8.4% |
| 3M | -11.2% | +5.8% | -17.0% | -12.1% |
| 6M | -21.8% | -20.3% | -1.6% | -20.6% |
| YTD | -17.0% | -37.1% | +20.2% | -14.0% |
| 1Y | -16.4% | -30.2% | +13.8% | -14.4% |
| 3Y | +14.5% | +48.1% | -33.6% | +6.4% |
| 5Y | +41.7% | -46.8% | +88.5% | +42.2% |
| 10Y | +200.0% | +191.3% | +8.7% | +158.2% |
| All | +3,205.6% | +1,209.2% | +1,996.4% | +2,266.2% |
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