+409.9%
MCK vs PENG
+56.5%
+353.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +2.2% |
| 7D | +4.0% | +13.2% | -9.3% | +4.3% |
| 30D | +12.9% | -29.9% | +42.9% | +12.3% |
| 3M | +28.9% | -22.2% | +51.1% | +28.6% |
| 6M | +49.9% | -1.9% | +51.8% | +49.9% |
| YTD | +34.8% | +142.1% | -107.3% | +34.1% |
| 1Y | +30.8% | +151.5% | -120.7% | +30.0% |
| 3Y | +137.4% | +206.9% | -69.5% | +131.4% |
| All | +409.9% | +56.5% | +353.4% | +400.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling