+153.3%
MP vs PEG
+34.5%
+118.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.9% | +0.7% | -3.5% | -3.1% |
| 30D | +13.8% | -2.4% | +16.3% | +14.6% |
| 3M | -16.7% | -4.8% | -11.9% | -15.8% |
| 6M | -11.5% | -10.7% | -0.8% | -8.2% |
| YTD | +7.9% | -6.7% | +14.6% | +9.3% |
| 1Y | -15.0% | -6.8% | -8.2% | -14.3% |
| All | +153.3% | +34.5% | +118.7% | +86.3% |
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