+171.5%
MXL vs PENG
+108.8%
+62.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -0.9% | +1.8% |
| 7D | +1.6% | +4.5% | -2.9% | -0.9% |
| 30D | -7.0% | -7.1% | +0.1% | -2.1% |
| 3M | -33.4% | -27.3% | -6.1% | -19.6% |
| 6M | +260.2% | +169.6% | +90.6% | +123.5% |
| YTD | +260.0% | +164.6% | +95.3% | +123.7% |
| 1Y | +303.5% | +109.5% | +194.0% | +173.8% |
| All | +171.5% | +108.8% | +62.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling