+855.4%
MU vs PEG
+25.9%
+829.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.4% |
| 7D | -22.0% | -2.3% | -19.7% | -21.4% |
| 30D | -36.6% | +1.2% | -37.8% | -37.0% |
| 3M | -21.7% | -2.4% | -19.4% | -21.1% |
| 6M | +3.5% | -6.9% | +10.4% | +5.9% |
| YTD | +141.9% | -7.2% | +149.2% | +146.7% |
| 1Y | +189.8% | -8.9% | +198.7% | +198.6% |
| 3Y | +855.4% | +27.1% | +828.3% | +866.6% |
| All | +855.4% | +25.9% | +829.4% | +866.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling