+254.1%
MP vs PEG
+84.4%
+169.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.2% |
| 7D | -10.5% | -2.3% | -8.3% | -9.8% |
| 30D | -23.5% | +1.2% | -24.7% | -23.9% |
| 3M | -25.4% | -2.4% | -23.1% | -25.0% |
| 6M | -51.3% | -6.9% | -44.4% | -50.3% |
| YTD | -29.9% | -7.2% | -22.7% | -28.8% |
| 1Y | -31.8% | -8.9% | -23.0% | -30.2% |
| 3Y | +127.0% | +27.1% | +99.9% | +100.3% |
| 5Y | -3.3% | +33.8% | -37.1% | -16.6% |
| All | +254.1% | +84.4% | +169.7% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling