+954.3%
MDB vs PENG
+213.6%
+740.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.5% | -1.1% |
| 7D | +3.0% | +1.9% | +1.1% | +1.4% |
| 30D | -11.3% | -37.8% | +26.5% | -0.1% |
| 3M | -23.0% | -14.1% | -8.9% | -22.0% |
| 6M | +14.8% | +13.1% | +1.6% | 0.0% |
| YTD | -19.4% | +151.8% | -171.2% | -47.0% |
| 1Y | -9.0% | +136.0% | -145.0% | -39.0% |
| 3Y | -10.3% | +217.9% | -228.2% | -49.4% |
| 5Y | -38.4% | +64.1% | -102.5% | -60.1% |
| All | +954.3% | +213.6% | +740.7% | +427.7% |
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 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