+201.4%
MCHP vs PLUG
+48.6%
+152.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +0.3% | +3.8% | -3.5% | -0.2% |
| 30D | -9.8% | +2.8% | -12.6% | -10.3% |
| 3M | -19.7% | -25.4% | +5.7% | -16.2% |
| 6M | +13.6% | -0.5% | +14.0% | +12.3% |
| YTD | +16.5% | +10.2% | +6.4% | +11.6% |
| 1Y | +15.7% | +53.9% | -38.2% | +2.4% |
| 3Y | 0.0% | -72.7% | +72.7% | -1.0% |
| 5Y | +4.4% | -91.4% | +95.8% | +17.3% |
| 10Y | +201.4% | +58.4% | +143.0% | +142.9% |
| All | +201.4% | +48.6% | +152.8% | +142.9% |
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