+83.0%
MTB vs PENG
+661.7%
-578.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.0% |
| 7D | -0.8% | -3.8% | +3.0% | -1.0% |
| 30D | +2.4% | -40.1% | +42.5% | +8.6% |
| 3M | -10.5% | -21.8% | +11.3% | -9.4% |
| 6M | +6.4% | +3.3% | +3.1% | -0.5% |
| YTD | +12.8% | +133.6% | -120.8% | -9.3% |
| 1Y | +23.3% | +110.7% | -87.4% | +0.6% |
| 3Y | +108.2% | +204.3% | -96.0% | +51.7% |
| 5Y | +68.6% | +54.4% | +14.2% | +30.0% |
| All | +83.0% | +661.7% | -578.7% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling