+3,106.3%
MPC vs PEG
+313.3%
+2,793.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -8.8% | +2.6% | -11.4% | -10.0% |
| 30D | -14.4% | +3.3% | -17.7% | -16.0% |
| 3M | +21.9% | +1.1% | +20.9% | +20.9% |
| 6M | +60.1% | -1.4% | +61.6% | +60.0% |
| YTD | +142.3% | -4.6% | +146.9% | +144.3% |
| 1Y | +101.7% | -7.2% | +108.9% | +106.5% |
| 3Y | +184.8% | +33.7% | +151.0% | +128.8% |
| 5Y | +564.6% | +40.8% | +523.8% | +403.1% |
| 10Y | +1,098.3% | +162.8% | +935.5% | +532.8% |
| All | +3,106.3% | +313.3% | +2,793.1% | +963.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling