+267.3%
MP vs PENG
+276.4%
-9.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.3% | -9.6% | -2.6% |
| 7D | +2.3% | +1.9% | +0.4% | +0.5% |
| 30D | -15.3% | -37.8% | +22.5% | -3.3% |
| 3M | -33.5% | -14.1% | -19.4% | -33.0% |
| 6M | -45.5% | +13.1% | -58.6% | -52.2% |
| YTD | -27.3% | +151.8% | -179.1% | -53.3% |
| 1Y | -40.7% | +136.0% | -176.7% | -61.2% |
| 3Y | +145.9% | +217.9% | -72.1% | +26.9% |
| 5Y | -13.9% | +64.1% | -78.0% | -47.6% |
| All | +267.3% | +276.4% | -9.1% | +58.2% |
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