+1,171.8%
MPC vs PEGA
+97.3%
+1,074.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +11.2% | +0.1% | +11.2% | +11.2% |
| 30D | -14.5% | -4.1% | -10.4% | -13.8% |
| 3M | +16.7% | -2.8% | +19.5% | +16.8% |
| 6M | +67.6% | -0.4% | +68.0% | +65.1% |
| YTD | +157.9% | -45.4% | +203.3% | +187.6% |
| 1Y | +116.7% | -42.6% | +159.3% | +138.2% |
| 3Y | +199.8% | +45.4% | +154.3% | +136.1% |
| 5Y | +604.4% | -44.6% | +649.0% | +658.5% |
| All | +1,171.8% | +97.3% | +1,074.5% | +653.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling