+40.4%
MXL vs PEG
+36.3%
+4.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.7% | +7.6% |
| 7D | +18.9% | -0.9% | +19.7% | +19.3% |
| 30D | +0.3% | -3.7% | +4.0% | +2.1% |
| 3M | -8.0% | -7.3% | -0.8% | -5.1% |
| 6M | +341.2% | -10.5% | +351.7% | +360.9% |
| YTD | +327.8% | -7.5% | +335.3% | +338.1% |
| 1Y | +364.9% | -8.7% | +373.6% | +378.4% |
| 3Y | +229.2% | +31.4% | +197.9% | +189.0% |
| All | +40.4% | +36.3% | +4.1% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling