-17.0%
MDLN vs PENG
+154.4%
-171.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.9% |
| 7D | -6.2% | +7.3% | -13.5% | -5.9% |
| 30D | +0.7% | -7.5% | +8.2% | +0.5% |
| 3M | -5.4% | -17.2% | +11.8% | -6.2% |
| 6M | -21.6% | +176.7% | -198.3% | -32.0% |
| YTD | -18.9% | +161.0% | -180.0% | -29.3% |
| All | -17.0% | +154.4% | -171.4% | -27.6% |
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