-18.2%
MDT vs PENG
+115.2%
-133.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.9% |
| 7D | +3.2% | +4.5% | -1.3% | +3.1% |
| 30D | +9.5% | -7.1% | +16.6% | +9.7% |
| 3M | +16.0% | -27.3% | +43.2% | +16.5% |
| 6M | +0.2% | +169.6% | -169.4% | -7.9% |
| YTD | -0.3% | +164.6% | -164.9% | -8.4% |
| 1Y | +4.7% | +109.5% | -104.8% | -2.6% |
| 3Y | +26.5% | +98.9% | -72.4% | +14.1% |
| All | -18.2% | +115.2% | -133.4% | -28.8% |
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