+58.1%
MP vs PEG
+35.8%
+22.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -2.9% | +0.7% | -3.5% | -3.1% |
| 30D | +13.8% | -2.4% | +16.3% | +14.8% |
| 3M | -16.7% | -4.8% | -11.9% | -15.5% |
| 6M | -11.5% | -10.7% | -0.8% | -7.8% |
| YTD | +7.9% | -6.7% | +14.6% | +9.7% |
| 1Y | -15.0% | -6.8% | -8.2% | -14.0% |
| 3Y | +153.5% | +34.5% | +119.0% | +106.5% |
| All | +58.1% | +35.8% | +22.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling