+319.3%
MXL vs PENG
+106.3%
+213.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.7% |
| 7D | +15.5% | +7.8% | +7.7% | +9.0% |
| 30D | -11.3% | -12.2% | +0.9% | -1.4% |
| 3M | -16.1% | -20.6% | +4.5% | +0.2% |
| 6M | +323.0% | +180.9% | +142.1% | +97.7% |
| YTD | +281.5% | +162.3% | +119.3% | +82.4% |
| 1Y | +319.3% | +107.3% | +212.0% | +107.8% |
| All | +319.3% | +106.3% | +213.0% | +107.8% |
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