+427.0%
MCK vs PLUG
+53.3%
+373.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -2.9% | -3.2% | +0.3% | -2.9% |
| 30D | +0.4% | -8.3% | +8.7% | +0.5% |
| 3M | +12.1% | -25.8% | +37.9% | +12.5% |
| 6M | -5.4% | -5.8% | +0.4% | -5.7% |
| YTD | +7.8% | +6.6% | +1.2% | +7.2% |
| 1Y | +22.9% | +39.1% | -16.1% | +20.9% |
| 3Y | +110.7% | -73.7% | +184.4% | +111.8% |
| 5Y | +346.2% | -91.3% | +437.5% | +357.5% |
| All | +427.0% | +53.3% | +373.8% | +328.9% |
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