+3,005.7%
MPC vs PEGA
+234.0%
+2,771.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.4% |
| 7D | -12.8% | -1.6% | -11.2% | -12.5% |
| 30D | -12.7% | -3.0% | -9.8% | -12.3% |
| 3M | +27.1% | +5.8% | +21.3% | +24.8% |
| 6M | +45.8% | -8.8% | +54.6% | +46.6% |
| YTD | +134.7% | -43.5% | +178.2% | +159.7% |
| 1Y | +106.0% | -43.4% | +149.4% | +127.4% |
| 3Y | +165.5% | +48.6% | +116.9% | +112.7% |
| 5Y | +540.9% | -43.3% | +584.2% | +540.0% |
| 10Y | +1,133.6% | +109.7% | +1,023.9% | +737.3% |
| All | +3,005.7% | +234.0% | +2,771.7% | +1,752.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling