+3,172.5%
MMM vs PEG
+2,974.8%
+197.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +7.0% | +2.6% | +4.4% | +6.0% |
| 30D | +18.4% | +3.3% | +15.1% | +17.0% |
| 3M | +4.5% | +1.1% | +3.4% | +4.0% |
| 6M | +33.4% | -1.4% | +34.9% | +33.8% |
| YTD | +20.0% | -4.6% | +24.5% | +21.4% |
| 1Y | +15.0% | -7.2% | +22.2% | +17.5% |
| 3Y | +165.0% | +33.7% | +131.3% | +136.3% |
| 5Y | +47.9% | +40.8% | +7.1% | +29.0% |
| 10Y | +79.6% | +162.8% | -83.2% | +24.3% |
| All | +3,172.5% | +2,974.8% | +197.7% | +849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling