+1,195.6%
MCD vs PLUG
-99.1%
+1,294.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.8% | -0.5% |
| 7D | +8.0% | -4.9% | +13.0% | +8.2% |
| 30D | +19.6% | -27.4% | +47.0% | +20.8% |
| 3M | +2.2% | -35.7% | +37.9% | +3.5% |
| 6M | -1.1% | -59.3% | +58.2% | +1.4% |
| YTD | -7.2% | -31.5% | +24.2% | -7.0% |
| 1Y | -6.7% | -48.9% | +42.2% | -5.7% |
| 3Y | +11.6% | -79.6% | +91.2% | +11.7% |
| 5Y | +22.6% | -96.5% | +119.1% | +28.0% |
| 10Y | +218.4% | -4.9% | +223.3% | +180.4% |
| All | +1,195.6% | -99.1% | +1,294.8% | +960.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling