+39.3%
MDT vs PENG
+755.0%
-715.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | +0.4% | +7.8% | -7.4% | -0.2% |
| 30D | +6.0% | -12.2% | +18.2% | +6.9% |
| 3M | +15.5% | -20.6% | +36.2% | +15.8% |
| 6M | +3.4% | +180.9% | -177.5% | -9.6% |
| YTD | -2.2% | +162.3% | -164.4% | -14.1% |
| 1Y | +2.6% | +107.3% | -104.7% | -8.2% |
| 3Y | +27.5% | +110.8% | -83.2% | +7.9% |
| 5Y | -20.1% | +117.8% | -137.9% | -34.6% |
| All | +39.3% | +755.0% | -715.7% | +2.2% |
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