+28.2%
MLM vs PENG
+228.7%
-200.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +2.9% |
| 7D | +9.1% | -20.5% | +29.6% | +10.4% |
| 30D | +14.6% | -20.4% | +35.0% | +15.5% |
| 3M | +0.3% | -16.4% | +16.7% | +0.4% |
| 6M | -7.5% | +49.2% | -56.7% | -16.2% |
| YTD | -10.2% | +147.2% | -157.4% | -24.7% |
| 1Y | -10.5% | +124.7% | -135.2% | -24.2% |
| All | +28.2% | +228.7% | -200.5% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling