+269.3%
MXL vs PENG
+108.0%
+161.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +9.3% | +4.4% | +6.1% |
| 7D | -8.8% | -3.8% | -5.0% | -5.7% |
| 30D | -41.9% | -40.1% | -1.8% | -13.0% |
| 3M | -25.4% | -21.8% | -3.6% | -9.7% |
| 6M | -44.0% | +3.3% | -47.3% | -50.9% |
| YTD | +220.8% | +133.6% | +87.1% | +44.2% |
| All | +269.3% | +108.0% | +161.3% | +84.8% |
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