+2.7%
MDT vs PEG
+43.5%
-40.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.4% |
| 7D | +1.0% | +4.5% | -3.5% | -0.4% |
| 30D | +9.2% | +7.5% | +1.6% | +6.6% |
| 3M | +14.5% | +0.8% | +13.6% | +14.1% |
| 6M | +37.3% | 0.0% | +37.3% | +37.1% |
| YTD | +9.8% | -3.0% | +12.9% | +10.5% |
| 1Y | +10.5% | -4.7% | +15.3% | +11.9% |
| 3Y | +57.4% | +36.5% | +21.0% | +34.5% |
| All | +2.7% | +43.5% | -40.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling