+32.0%
MLM vs PENG
+31.0%
+1.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -23.0% | +17.9% | -2.8% |
| 7D | -1.2% | -36.7% | +35.5% | +3.0% |
| 30D | +7.9% | -42.0% | +50.0% | +13.0% |
| 3M | -4.5% | -33.2% | +28.7% | -2.1% |
| 6M | -12.6% | +2.1% | -14.8% | -19.2% |
| YTD | -14.9% | +90.3% | -105.2% | -29.7% |
| 1Y | -13.1% | +67.7% | -80.7% | -26.9% |
| 3Y | +21.2% | +154.2% | -133.0% | -11.2% |
| 5Y | +32.0% | +28.3% | +3.7% | -0.3% |
| All | +32.0% | +31.0% | +1.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling