-16.4%
MLM vs PENG
+118.5%
-134.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +1.0% |
| 7D | -2.9% | +4.5% | -7.5% | -3.0% |
| 30D | -6.8% | -7.1% | +0.3% | -6.7% |
| 3M | -11.2% | -27.3% | +16.0% | -10.4% |
| 6M | -21.8% | +169.6% | -191.4% | -32.6% |
| YTD | -17.0% | +164.6% | -181.6% | -28.4% |
| 1Y | -16.4% | +109.5% | -125.8% | -29.1% |
| All | -16.4% | +118.5% | -134.9% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling