+2.7%
MDT vs PENG
+56.5%
-53.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.3% | +1.9% |
| 7D | +1.0% | +13.2% | -12.2% | +0.8% |
| 30D | +9.2% | -29.9% | +39.1% | +9.9% |
| 3M | +14.5% | -22.2% | +36.7% | +14.7% |
| 6M | +37.3% | -1.9% | +39.2% | +34.2% |
| YTD | +9.8% | +142.1% | -132.3% | +0.6% |
| 1Y | +10.5% | +151.5% | -141.0% | +1.0% |
| 3Y | +57.4% | +206.9% | -149.5% | +35.7% |
| All | +2.7% | +56.5% | -53.9% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling