+120.9%
MPC vs PENG
+118.5%
+2.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | +0.1% |
| 7D | +5.4% | +4.5% | +0.9% | +5.3% |
| 30D | +31.0% | -7.1% | +38.1% | +31.2% |
| 3M | +46.0% | -27.3% | +73.3% | +46.2% |
| 6M | +77.3% | +169.6% | -92.3% | +74.7% |
| YTD | +141.9% | +164.6% | -22.7% | +136.3% |
| 1Y | +120.9% | +109.5% | +11.4% | +127.2% |
| All | +120.9% | +118.5% | +2.4% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling