-3.1%
MP vs PENG
+72.0%
-75.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.1% | +4.0% | -2.2% |
| 7D | -12.5% | -20.5% | +7.9% | -6.6% |
| 30D | -23.3% | -20.4% | -3.0% | -19.3% |
| 3M | -24.4% | -16.4% | -7.9% | -22.5% |
| 6M | -45.8% | +49.2% | -95.0% | -56.0% |
| YTD | -28.9% | +147.2% | -176.1% | -52.4% |
| 1Y | -34.6% | +124.7% | -159.3% | -54.9% |
| 3Y | +118.7% | +230.3% | -111.6% | +15.3% |
| 5Y | -3.1% | +71.4% | -74.4% | -40.6% |
| All | -3.1% | +72.0% | -75.1% | -40.6% |
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 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