+148.8%
MLM vs PENG
+520.3%
-371.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -23.0% | +17.9% | -2.2% |
| 7D | -1.2% | -36.7% | +35.5% | +4.1% |
| 30D | +7.9% | -42.0% | +50.0% | +14.2% |
| 3M | -4.5% | -33.2% | +28.7% | -1.4% |
| 6M | -12.6% | +2.1% | -14.8% | -18.7% |
| YTD | -14.9% | +90.3% | -105.2% | -29.1% |
| 1Y | -13.1% | +67.7% | -80.7% | -26.3% |
| 3Y | +21.2% | +154.2% | -133.0% | -8.8% |
| 5Y | +32.0% | +28.3% | +3.7% | +4.9% |
| All | +148.8% | +520.3% | -371.5% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling