+53.0%
MDT vs PENG
+184.4%
-131.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -2.6% |
| 7D | +5.4% | -19.4% | +24.9% | +5.1% |
| 30D | +19.1% | -42.4% | +61.4% | +18.1% |
| 3M | +19.5% | -25.6% | +45.1% | +19.0% |
| 6M | +33.5% | +7.3% | +26.2% | +31.0% |
| YTD | +8.7% | +113.9% | -105.2% | +4.2% |
| 1Y | +16.8% | +93.6% | -76.8% | +12.2% |
| 3Y | +53.0% | +170.2% | -117.2% | +41.3% |
| All | +53.0% | +184.4% | -131.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling