+52.7%
MPC vs PEG
-7.8%
+60.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | -16.2% | -2.3% | -13.9% | -16.5% |
| 30D | -15.7% | +1.2% | -16.9% | -15.4% |
| 3M | +24.9% | -2.4% | +27.3% | +23.2% |
| 6M | +52.7% | -6.9% | +59.5% | +49.1% |
| All | +52.7% | -7.8% | +60.4% | +49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling