+824.9%
MPC vs PENG
+597.2%
+227.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -3.3% |
| 7D | -16.2% | -19.4% | +3.3% | -13.7% |
| 30D | -15.7% | -42.4% | +26.7% | -8.9% |
| 3M | +24.9% | -25.6% | +50.5% | +27.8% |
| 6M | +52.7% | +7.3% | +45.4% | +40.4% |
| YTD | +131.9% | +113.9% | +18.0% | +83.0% |
| 1Y | +96.6% | +93.6% | +3.1% | +57.8% |
| 3Y | +163.8% | +170.2% | -6.4% | +84.0% |
| 5Y | +533.1% | +44.2% | +488.9% | +366.3% |
| All | +824.9% | +597.2% | +227.7% | +426.5% |
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