-10.9%
MP vs PEG
+43.5%
-54.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.8% |
| 7D | +9.5% | +4.5% | +5.0% | +7.4% |
| 30D | -3.0% | +7.5% | -10.5% | -6.2% |
| 3M | -30.4% | +0.8% | -31.2% | -30.7% |
| 6M | -39.2% | 0.0% | -39.2% | -39.7% |
| YTD | -23.3% | -3.0% | -20.2% | -23.2% |
| 1Y | -32.6% | -4.7% | -27.9% | -32.0% |
| 3Y | +159.3% | +36.5% | +122.8% | +102.4% |
| All | -10.9% | +43.5% | -54.3% | -33.8% |
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