+22.7%
MCD vs PLUG
-96.4%
+119.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.4% | -8.0% | -0.6% |
| 7D | +7.1% | +5.8% | +1.3% | +7.0% |
| 30D | +19.8% | -18.5% | +38.3% | +20.0% |
| 3M | +0.8% | -30.0% | +30.8% | +1.2% |
| 6M | -1.3% | -56.2% | +54.9% | -0.4% |
| YTD | -7.8% | -26.4% | +18.6% | -7.9% |
| 1Y | -5.0% | -42.2% | +37.3% | -4.8% |
| 3Y | +10.5% | -76.8% | +87.4% | +11.0% |
| All | +22.7% | -96.4% | +119.1% | +28.8% |
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