+487.2%
MCK vs PENG
+710.3%
-223.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -1.0% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -2.2% | -15.2% | +13.0% | -1.5% |
| 3M | +11.6% | -16.9% | +28.5% | +11.4% |
| 6M | -4.9% | +161.5% | -166.5% | -13.4% |
| YTD | +7.7% | +148.6% | -140.9% | -1.7% |
| 1Y | +25.2% | +89.6% | -64.4% | +16.1% |
| 3Y | +112.1% | +99.8% | +12.4% | +87.6% |
| 5Y | +345.8% | +100.9% | +244.9% | +282.9% |
| All | +487.2% | +710.3% | -223.1% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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