+874.3%
MPC vs PENG
+705.8%
+168.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.1% | +1.0% | -6.6% |
| 7D | -10.9% | -20.5% | +9.6% | -7.7% |
| 30D | -9.4% | -20.4% | +10.9% | -7.0% |
| 3M | +26.0% | -16.4% | +42.4% | +27.2% |
| 6M | +56.5% | +49.2% | +7.3% | +36.0% |
| YTD | +144.3% | +147.2% | -2.9% | +89.3% |
| 1Y | +117.2% | +124.7% | -7.4% | +70.9% |
| 3Y | +176.3% | +230.3% | -54.0% | +86.8% |
| 5Y | +590.5% | +71.4% | +519.1% | +395.8% |
| All | +874.3% | +705.8% | +168.5% | +444.4% |
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