+54.6%
MDT vs PENG
+227.7%
-173.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -3.7% | +34.6% | -38.3% | -2.9% |
| 30D | +8.6% | -35.9% | +44.5% | +8.1% |
| 3M | +12.2% | -14.7% | +26.9% | +12.2% |
| 6M | +33.7% | +13.5% | +20.2% | +32.3% |
| YTD | +7.8% | +156.1% | -148.3% | +4.0% |
| 1Y | +8.9% | +141.3% | -132.4% | +5.1% |
| All | +54.6% | +227.7% | -173.1% | +50.5% |
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