+2,812.9%
MMM vs PEG
+2,907.1%
-94.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.6% |
| 30D | -7.0% | -2.4% | -4.6% | -6.2% |
| 3M | +10.8% | -4.8% | +15.6% | +12.6% |
| 6M | +5.8% | -10.7% | +16.5% | +9.8% |
| YTD | +6.8% | -6.7% | +13.4% | +9.0% |
| 1Y | +10.4% | -6.8% | +17.2% | +12.4% |
| 3Y | +104.7% | +34.5% | +70.2% | +82.2% |
| 5Y | +23.6% | +35.8% | -12.2% | +9.2% |
| 10Y | +54.1% | +141.7% | -87.6% | +9.6% |
| All | +2,812.9% | +2,907.1% | -94.2% | +752.1% |
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