+45.1%
MCO vs PENG
+111.6%
-66.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -2.7% | +7.8% | -10.5% | -3.1% |
| 30D | +0.9% | -12.2% | +13.1% | +1.5% |
| 3M | +8.7% | -20.6% | +29.3% | +8.7% |
| 6M | +2.4% | +180.9% | -178.5% | -11.2% |
| YTD | -5.2% | +162.3% | -167.4% | -17.3% |
| 1Y | -4.4% | +107.3% | -111.6% | -15.1% |
| 3Y | +45.1% | +110.8% | -65.6% | +23.4% |
| All | +45.1% | +111.6% | -66.5% | +23.4% |
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