-5.9%
MDB vs PENG
+184.4%
-190.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | -0.2% |
| 7D | -11.4% | -19.4% | +8.1% | -7.5% |
| 30D | -13.8% | -42.4% | +28.6% | -3.3% |
| 3M | -15.5% | -25.6% | +10.2% | -11.2% |
| 6M | +17.9% | +7.3% | +10.6% | +5.0% |
| YTD | -25.5% | +113.9% | -139.3% | -47.8% |
| 1Y | -12.1% | +93.6% | -105.7% | -36.6% |
| 3Y | -5.9% | +170.2% | -176.1% | -48.2% |
| All | -5.9% | +184.4% | -190.2% | -48.2% |
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