-6.4%
MDB vs PENG
+101.4%
-107.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -5.5% |
| 7D | -17.4% | +4.5% | -22.0% | -18.3% |
| 30D | -2.0% | -7.1% | +5.1% | -0.8% |
| 3M | -3.0% | -27.3% | +24.3% | +0.3% |
| 6M | +48.7% | +169.6% | -120.9% | +5.6% |
| YTD | -12.1% | +164.6% | -176.8% | -37.5% |
| 1Y | +14.5% | +109.5% | -95.0% | -14.3% |
| All | -6.4% | +101.4% | -107.8% | -35.9% |
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