+162.4%
MLM vs PENG
+705.8%
-543.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -9.1% | +11.5% | +3.5% |
| 7D | +9.1% | -20.5% | +29.6% | +11.9% |
| 30D | +14.6% | -20.4% | +35.0% | +16.7% |
| 3M | +0.3% | -16.4% | +16.7% | +0.8% |
| 6M | -7.5% | +49.2% | -56.7% | -18.2% |
| YTD | -10.2% | +147.2% | -157.4% | -27.5% |
| 1Y | -10.5% | +124.7% | -135.2% | -26.8% |
| 3Y | +27.8% | +230.3% | -202.4% | -6.8% |
| 5Y | +38.9% | +71.4% | -32.5% | +6.6% |
| All | +162.4% | +705.8% | -543.5% | +60.6% |
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