+1,042.7%
MCHP vs PLUG
-99.1%
+1,141.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.7% | +6.8% | -0.9% |
| 7D | -22.6% | -2.8% | -19.7% | -22.4% |
| 30D | -20.1% | -18.5% | -1.7% | -18.4% |
| 3M | -25.4% | -35.1% | +9.6% | -21.9% |
| 6M | -38.4% | -56.1% | +17.6% | -32.9% |
| YTD | -3.7% | -30.5% | +26.7% | -1.9% |
| 1Y | +11.7% | -46.5% | +58.2% | +17.0% |
| 3Y | -16.1% | -61.2% | +45.1% | -18.4% |
| 5Y | -16.9% | -96.6% | +79.7% | -0.2% |
| 10Y | +133.4% | +1.5% | +131.9% | +77.9% |
| All | +1,042.7% | -99.1% | +1,141.9% | +732.4% |
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 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