-50.4%
MP vs PEG
-8.2%
-42.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.9% | -6.1% |
| 7D | -19.0% | -0.7% | -18.3% | -19.1% |
| 30D | -30.5% | +1.9% | -32.4% | -30.0% |
| 3M | -29.6% | -2.3% | -27.2% | -31.9% |
| 6M | -50.4% | -6.7% | -43.7% | -52.9% |
| All | -50.4% | -8.2% | -42.2% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling