+78.4%
MMM vs PEG
+161.7%
-83.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -2.6% | +1.5% | -4.1% | -3.2% |
| 30D | +17.4% | +5.0% | +12.4% | +15.0% |
| 3M | +3.6% | -0.3% | +3.9% | +3.6% |
| 6M | +33.0% | -2.7% | +35.7% | +34.1% |
| YTD | +19.6% | -5.1% | +24.7% | +21.6% |
| 1Y | +14.0% | -8.3% | +22.3% | +17.6% |
| 3Y | +164.3% | +33.0% | +131.3% | +128.2% |
| 5Y | +49.3% | +41.3% | +8.1% | +24.8% |
| 10Y | +78.4% | +164.5% | -86.2% | +19.5% |
| All | +78.4% | +161.7% | -83.4% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling