+274.5%
MP vs PEGA
-31.5%
+306.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | +11.0% | -4.6% | +15.6% | +12.2% |
| 30D | -11.7% | -6.8% | -4.9% | -10.4% |
| 3M | -30.8% | +2.6% | -33.3% | -31.9% |
| 6M | -42.9% | -5.4% | -37.5% | -43.4% |
| YTD | -25.9% | -46.0% | +20.2% | -14.6% |
| 1Y | -37.3% | -45.6% | +8.3% | -27.9% |
| 3Y | +150.7% | +43.2% | +107.5% | +84.6% |
| 5Y | -19.3% | -45.3% | +26.0% | -13.6% |
| All | +274.5% | -31.5% | +306.0% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling