+1,106.2%
MPC vs PEG
+155.4%
+950.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +2.8% |
| 7D | -9.4% | +0.9% | -10.3% | -9.8% |
| 30D | -14.3% | +3.8% | -18.1% | -16.1% |
| 3M | +31.1% | +0.1% | +31.0% | +30.6% |
| 6M | +60.3% | -1.0% | +61.2% | +59.7% |
| YTD | +142.5% | -4.1% | +146.6% | +143.9% |
| 1Y | +104.6% | -6.9% | +111.4% | +109.1% |
| 3Y | +191.7% | +35.6% | +156.1% | +128.2% |
| 5Y | +549.2% | +42.8% | +506.5% | +373.5% |
| 10Y | +1,106.2% | +160.2% | +946.0% | +575.2% |
| All | +1,106.2% | +155.4% | +950.8% | +575.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling