+45.8%
MPC vs PENG
+10.2%
+35.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -23.0% | +19.1% | -2.7% |
| 7D | -12.8% | -36.7% | +23.9% | -11.2% |
| 30D | -12.7% | -42.0% | +29.3% | -11.1% |
| 3M | +27.1% | -33.2% | +60.3% | +28.4% |
| 6M | +45.8% | +2.1% | +43.7% | +48.7% |
| All | +45.8% | +10.2% | +35.5% | +48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling