-45.2%
MDB vs PENG
+42.1%
-87.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.4% | -9.7% | -1.4% |
| 7D | -11.4% | -19.4% | +8.1% | -6.0% |
| 30D | -13.8% | -42.4% | +28.6% | +1.5% |
| 3M | -15.5% | -25.6% | +10.2% | -10.0% |
| 6M | +17.9% | +7.3% | +10.6% | -1.0% |
| YTD | -25.5% | +113.9% | -139.3% | -54.7% |
| 1Y | -12.1% | +93.6% | -105.7% | -44.4% |
| 3Y | -5.9% | +170.2% | -176.1% | -56.8% |
| All | -45.2% | +42.1% | -87.4% | -69.5% |
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