+1,106.2%
MPC vs PEGA
+99.2%
+1,007.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +5.4% |
| 7D | -9.4% | -10.0% | +0.6% | -7.4% |
| 30D | -14.3% | -12.7% | -1.6% | -11.9% |
| 3M | +31.1% | -4.6% | +35.7% | +31.7% |
| 6M | +60.3% | -13.1% | +73.4% | +62.7% |
| YTD | +142.5% | -47.6% | +190.1% | +172.8% |
| 1Y | +104.6% | -47.0% | +151.6% | +129.1% |
| 3Y | +191.7% | +42.0% | +149.7% | +130.7% |
| 5Y | +549.2% | -47.8% | +597.0% | +612.2% |
| 10Y | +1,106.2% | +92.0% | +1,014.2% | +641.9% |
| All | +1,106.2% | +99.2% | +1,007.0% | +641.9% |
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