+540.9%
MPC vs PENG
+31.0%
+509.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.1% | -1.7% |
| 7D | -12.8% | -36.7% | +23.9% | -9.3% |
| 30D | -12.7% | -42.0% | +29.3% | -8.9% |
| 3M | +27.1% | -33.2% | +60.3% | +30.2% |
| 6M | +45.8% | +2.1% | +43.7% | +39.5% |
| YTD | +134.7% | +90.3% | +44.4% | +106.8% |
| 1Y | +106.0% | +67.7% | +38.4% | +84.1% |
| 3Y | +165.5% | +154.2% | +11.3% | +115.0% |
| 5Y | +540.9% | +28.3% | +512.6% | +405.2% |
| All | +540.9% | +31.0% | +509.9% | +405.2% |
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 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