+475.1%
MULL vs PENG
+120.5%
+354.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.1% | -4.7% | -4.8% |
| 7D | -35.9% | -20.5% | -15.4% | -19.5% |
| 30D | -47.3% | -20.4% | -27.0% | -36.3% |
| 3M | -30.6% | -16.4% | -14.2% | -22.1% |
| 6M | +13.7% | +49.2% | -35.5% | -21.6% |
| YTD | +272.1% | +147.2% | +124.9% | +56.1% |
| 1Y | +475.1% | +124.7% | +350.4% | +179.1% |
| All | +475.1% | +120.5% | +354.6% | +179.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling