+206.1%
MXL vs PEG
+32.0%
+174.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | +16.6% | -0.9% | +17.5% | +17.1% |
| 30D | +0.5% | -2.8% | +3.2% | +1.8% |
| 3M | -3.6% | -6.9% | +3.3% | -0.9% |
| 6M | +328.0% | -11.4% | +339.4% | +350.3% |
| YTD | +297.8% | -7.4% | +305.2% | +306.1% |
| 1Y | +339.4% | -8.3% | +347.7% | +349.5% |
| All | +206.1% | +32.0% | +174.2% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling