+959.5%
MDB vs PLUG
-51.0%
+1,010.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.8% | +9.3% | +2.3% |
| 7D | +11.6% | -8.1% | +19.7% | +13.2% |
| 30D | -8.9% | -20.5% | +11.6% | -4.6% |
| 3M | -22.4% | -45.9% | +23.5% | -12.2% |
| 6M | +10.1% | -65.2% | +75.2% | +34.0% |
| YTD | -19.0% | -37.1% | +18.0% | -16.9% |
| 1Y | -7.0% | -54.6% | +47.6% | +2.0% |
| 3Y | -9.8% | -64.9% | +55.0% | -20.7% |
| 5Y | -40.1% | -97.1% | +57.1% | -0.9% |
| All | +959.5% | -51.0% | +1,010.5% | +571.1% |
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 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