+0.5%
MCHP vs PLUG
-72.4%
+72.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -1.6% |
| 7D | +2.8% | +8.1% | -5.4% | +1.8% |
| 30D | -12.8% | +3.7% | -16.5% | -13.3% |
| 3M | -19.2% | -29.2% | +9.9% | -16.2% |
| 6M | +14.5% | +6.1% | +8.4% | +13.0% |
| YTD | +17.1% | +14.7% | +2.4% | +13.2% |
| 1Y | +15.3% | +56.9% | -41.6% | +5.6% |
| 3Y | +0.5% | -71.6% | +72.1% | -5.0% |
| All | +0.5% | -72.4% | +72.9% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling