+22.6%
MCD vs PLUG
-96.6%
+119.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | -0.7% |
| 7D | +8.0% | -4.9% | +13.0% | +8.1% |
| 30D | +19.6% | -27.4% | +47.0% | +20.0% |
| 3M | +2.2% | -35.7% | +37.9% | +2.7% |
| 6M | -1.1% | -59.3% | +58.2% | -0.2% |
| YTD | -7.2% | -31.5% | +24.2% | -7.3% |
| 1Y | -6.7% | -48.9% | +42.2% | -6.3% |
| 3Y | +11.6% | -79.6% | +91.2% | +12.3% |
| 5Y | +22.6% | -96.5% | +119.1% | +27.5% |
| All | +22.6% | -96.6% | +119.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling