-10.0%
MCHP vs PLUG
-75.5%
+65.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.4% | +2.0% | +5.0% |
| 7D | -19.2% | +14.5% | -33.7% | -20.5% |
| 30D | -18.6% | -10.7% | -7.9% | -17.6% |
| 3M | -26.9% | -31.2% | +4.2% | -23.8% |
| 6M | -37.2% | -51.9% | +14.7% | -32.3% |
| YTD | -1.8% | -23.9% | +22.0% | -0.4% |
| 1Y | +12.1% | -43.4% | +55.5% | +17.1% |
| 3Y | -10.0% | -74.7% | +64.7% | -13.1% |
| All | -10.0% | -75.5% | +65.5% | -13.1% |
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 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