+96.6%
MPC vs PENG
+88.9%
+7.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -1.7% |
| 7D | -16.2% | -19.4% | +3.3% | -15.6% |
| 30D | -15.7% | -42.4% | +26.7% | -14.6% |
| 3M | +24.9% | -25.6% | +50.5% | +25.4% |
| 6M | +52.7% | +7.3% | +45.4% | +54.7% |
| YTD | +131.9% | +113.9% | +18.0% | +135.5% |
| 1Y | +96.6% | +93.6% | +3.1% | +100.7% |
| All | +96.6% | +88.9% | +7.7% | +100.7% |
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 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