+144.0%
MP vs PEG
+34.2%
+109.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.3% |
| 7D | -3.6% | +2.6% | -6.2% | -4.4% |
| 30D | -21.0% | +3.3% | -24.3% | -21.8% |
| 3M | -33.3% | +1.1% | -34.4% | -33.6% |
| 6M | -45.9% | -1.4% | -44.5% | -46.1% |
| YTD | -27.8% | -4.6% | -23.3% | -27.5% |
| 1Y | -43.2% | -7.2% | -36.0% | -42.1% |
| 3Y | +144.0% | +33.7% | +110.3% | +66.6% |
| All | +144.0% | +34.2% | +109.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling