+19.9%
MDT vs PENG
+120.5%
-100.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.1% | +15.2% | +5.5% |
| 7D | +10.7% | -20.5% | +31.2% | +9.3% |
| 30D | +19.3% | -20.4% | +39.7% | +18.2% |
| 3M | +22.8% | -16.4% | +39.2% | +22.1% |
| 6M | +36.4% | +49.2% | -12.9% | +33.9% |
| YTD | +12.1% | +147.2% | -135.1% | +8.1% |
| 1Y | +19.9% | +124.7% | -104.7% | +15.7% |
| All | +19.9% | +120.5% | -100.5% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling