+19.9%
MDT vs PEG
-6.2%
+26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.6% | +6.0% |
| 7D | +10.7% | +1.0% | +9.7% | +10.5% |
| 30D | +19.3% | +6.6% | +12.7% | +17.8% |
| 3M | +22.8% | -3.1% | +25.9% | +23.8% |
| 6M | +36.4% | -7.4% | +43.7% | +39.1% |
| YTD | +12.1% | -6.4% | +18.5% | +14.0% |
| 1Y | +19.9% | -7.4% | +27.4% | +23.0% |
| All | +19.9% | -6.2% | +26.1% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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