+110.6%
MCK vs PENG
+97.1%
+13.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -1.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -2.2% | -15.2% | +13.0% | -2.8% |
| 3M | +11.6% | -16.9% | +28.5% | +11.3% |
| 6M | -4.9% | +161.5% | -166.5% | -2.8% |
| YTD | +7.7% | +148.6% | -140.9% | +10.2% |
| 1Y | +25.2% | +89.6% | -64.4% | +27.5% |
| All | +110.6% | +97.1% | +13.5% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling