-17.3%
MCHP vs PLUG
-97.5%
+80.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.5% | +9.8% | +1.1% |
| 7D | +5.7% | -23.4% | +29.2% | +10.2% |
| 30D | -13.4% | -23.4% | +10.0% | -9.8% |
| 3M | -20.1% | -51.7% | +31.6% | -10.5% |
| 6M | -35.5% | -72.0% | +36.5% | -21.7% |
| YTD | -1.6% | -43.7% | +42.1% | +4.5% |
| 1Y | +15.5% | -55.4% | +70.9% | +26.9% |
| 3Y | -13.2% | -68.0% | +54.8% | -15.9% |
| All | -17.3% | -97.5% | +80.1% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling