+42.0%
MDT vs PENG
+762.7%
-720.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.6% |
| 7D | +3.2% | +4.5% | -1.3% | +2.8% |
| 30D | +9.5% | -7.1% | +16.6% | +9.9% |
| 3M | +16.0% | -27.3% | +43.2% | +17.0% |
| 6M | +0.2% | +169.6% | -169.4% | -12.0% |
| YTD | -0.3% | +164.6% | -164.9% | -12.5% |
| 1Y | +4.7% | +109.5% | -104.8% | -6.4% |
| 3Y | +26.5% | +98.9% | -72.4% | +8.0% |
| 5Y | -18.2% | +116.3% | -134.4% | -33.0% |
| All | +42.0% | +762.7% | -720.6% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling