+865.0%
MPC vs PENG
+762.7%
+102.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.8% |
| 7D | +5.4% | +4.5% | +0.9% | +4.5% |
| 30D | +31.0% | -7.1% | +38.1% | +32.1% |
| 3M | +46.0% | -27.3% | +73.3% | +49.7% |
| 6M | +77.3% | +169.6% | -92.3% | +38.7% |
| YTD | +141.9% | +164.6% | -22.7% | +88.5% |
| 1Y | +120.9% | +109.5% | +11.4% | +78.8% |
| 3Y | +182.7% | +98.9% | +83.8% | +110.1% |
| 5Y | +646.4% | +116.3% | +530.2% | +414.0% |
| All | +865.0% | +762.7% | +102.3% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling