+1,166.2%
MPC vs PEG
+167.4%
+998.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.1% |
| 7D | +9.4% | +2.3% | +7.1% | +8.1% |
| 30D | -13.4% | +6.1% | -19.6% | -16.3% |
| 3M | +18.9% | -0.5% | +19.4% | +18.9% |
| 6M | +64.9% | -3.2% | +68.1% | +66.4% |
| YTD | +156.8% | -4.4% | +161.2% | +158.6% |
| 1Y | +113.2% | -7.4% | +120.6% | +118.5% |
| 3Y | +201.8% | +33.9% | +167.9% | +137.8% |
| 5Y | +601.4% | +42.3% | +559.1% | +412.3% |
| All | +1,166.2% | +167.4% | +998.9% | +606.3% |
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