+1,091.5%
MCD vs PLUG
-98.6%
+1,190.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -1.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -6.0% | +3.3% | -9.4% | -6.2% |
| 3M | -5.6% | -39.7% | +34.1% | -4.2% |
| 6M | -21.9% | -12.5% | -9.4% | -21.9% |
| YTD | -14.7% | +10.2% | -24.9% | -15.7% |
| 1Y | -17.3% | +50.7% | -68.0% | -19.7% |
| 3Y | -2.2% | -74.5% | +72.3% | -2.7% |
| 5Y | +20.3% | -91.8% | +112.1% | +21.9% |
| 10Y | +180.7% | +43.7% | +137.0% | +144.0% |
| All | +1,091.5% | -98.6% | +1,190.1% | +861.1% |
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