+445.3%
MP vs PENG
+295.6%
+149.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | -0.8% |
| 7D | -2.9% | +4.5% | -7.4% | -4.4% |
| 30D | +13.8% | -7.1% | +20.9% | +16.2% |
| 3M | -16.7% | -27.3% | +10.6% | -10.7% |
| 6M | -11.5% | +169.6% | -181.1% | -41.3% |
| YTD | +7.9% | +164.6% | -156.7% | -29.0% |
| 1Y | -15.0% | +109.5% | -124.5% | -39.6% |
| 3Y | +153.5% | +98.9% | +54.6% | +55.5% |
| 5Y | +58.7% | +116.3% | -57.6% | -10.3% |
| All | +445.3% | +295.6% | +149.7% | +140.8% |
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