+237.4%
MP vs PENG
+184.4%
+53.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -23.0% | +17.0% | +1.5% |
| 7D | -19.0% | -36.7% | +17.7% | -7.2% |
| 30D | -30.5% | -42.0% | +11.6% | -19.2% |
| 3M | -29.6% | -33.2% | +3.6% | -22.9% |
| 6M | -50.4% | +2.1% | -52.5% | -55.3% |
| YTD | -33.2% | +90.3% | -123.5% | -52.9% |
| 1Y | -38.6% | +67.7% | -106.2% | -54.7% |
| 3Y | +105.5% | +154.2% | -48.8% | +13.6% |
| 5Y | -7.8% | +28.3% | -36.1% | -39.1% |
| All | +237.4% | +184.4% | +53.0% | +59.7% |
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