-34.6%
MP vs PEG
-6.2%
-28.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.6% | -5.0% |
| 7D | -12.5% | +1.0% | -13.6% | -12.4% |
| 30D | -23.3% | +6.6% | -29.9% | -22.6% |
| 3M | -24.4% | -3.1% | -21.2% | -25.1% |
| 6M | -45.8% | -7.4% | -38.4% | -46.6% |
| YTD | -28.9% | -6.4% | -22.5% | -30.2% |
| 1Y | -34.6% | -7.4% | -27.1% | -35.0% |
| All | -34.6% | -6.2% | -28.4% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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