Anisotropic properties of superconducting MgB2 obtained by torque magnetometry are compared to theoretical predictions, concentrating on two issues. Firstly, the angular dependence of Hc2 is shown to deviate close to Tc from the dependence assumed by anisotropic Ginzburg-Landau theory. Secondly, from the evaluation of torque vs angle curves it is concluded that the anisotropy of the penetration depth gamma_lambda has to be substantially higher at low temperature than theoretical estimates, at least in fields higher than 0.2 T.