+56.3%
MDT vs PENG
+661.7%
-605.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.3% | -8.3% | +0.3% |
| 7D | +3.5% | -3.8% | +7.3% | +3.3% |
| 30D | +16.2% | -40.1% | +56.3% | +19.6% |
| 3M | +18.9% | -21.8% | +40.7% | +19.4% |
| 6M | +37.3% | +3.3% | +34.0% | +31.4% |
| YTD | +9.7% | +133.6% | -123.9% | -4.1% |
| 1Y | +15.2% | +110.7% | -95.5% | +1.5% |
| 3Y | +61.8% | +204.3% | -142.5% | +31.2% |
| 5Y | -1.4% | +54.4% | -55.7% | -17.1% |
| All | +56.3% | +661.7% | -605.4% | +14.1% |
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