+193.4%
MCD vs PLUG
-25.0%
+218.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.5% | +9.9% | -0.3% |
| 7D | -1.6% | -23.4% | +21.8% | -0.8% |
| 30D | +14.1% | -23.4% | +37.6% | +15.0% |
| 3M | +0.6% | -51.7% | +52.3% | +2.9% |
| 6M | 0.0% | -72.0% | +72.0% | +3.9% |
| YTD | -9.3% | -43.7% | +34.4% | -8.6% |
| 1Y | -9.3% | -55.4% | +46.1% | -7.9% |
| 3Y | +8.6% | -68.0% | +76.6% | +6.9% |
| 5Y | +21.9% | -97.4% | +119.3% | +32.3% |
| All | +193.4% | -25.0% | +218.4% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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