+153.3%
MP vs PEGA
+49.4%
+103.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.3% | +1.5% |
| 7D | -2.9% | +3.3% | -6.1% | -3.3% |
| 30D | +13.8% | +17.7% | -3.9% | +10.9% |
| 3M | -16.7% | +5.8% | -22.5% | -17.8% |
| 6M | -11.5% | -20.3% | +8.8% | -8.4% |
| YTD | +7.9% | -37.1% | +45.1% | +16.3% |
| 1Y | -15.0% | -30.2% | +15.2% | -10.7% |
| All | +153.3% | +49.4% | +103.9% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling