+54.8%
MDT vs PENG
+597.2%
-542.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.4% | -15.3% | -3.7% |
| 7D | +5.4% | -19.4% | +24.9% | +6.5% |
| 30D | +19.1% | -42.4% | +61.4% | +22.9% |
| 3M | +19.5% | -25.6% | +45.1% | +20.3% |
| 6M | +33.5% | +7.3% | +26.2% | +26.8% |
| YTD | +8.7% | +113.9% | -105.2% | -4.4% |
| 1Y | +16.8% | +93.6% | -76.8% | +3.6% |
| 3Y | +53.0% | +170.2% | -117.2% | +25.3% |
| 5Y | -2.9% | +44.2% | -47.1% | -18.1% |
| All | +54.8% | +597.2% | -542.4% | +13.7% |
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