+959.5%
MDB vs PLUG
-51.2%
+1,010.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.7% | +2.4% |
| 7D | +11.6% | -8.5% | +20.1% | +13.3% |
| 30D | -8.9% | -20.8% | +11.9% | -4.6% |
| 3M | -22.4% | -46.1% | +23.7% | -12.2% |
| 6M | +10.1% | -65.3% | +75.4% | +34.1% |
| YTD | -19.0% | -37.3% | +18.3% | -16.8% |
| 1Y | -7.0% | -54.8% | +47.8% | +2.1% |
| 3Y | -9.8% | -65.0% | +55.2% | -20.6% |
| 5Y | -40.1% | -97.1% | +57.1% | -0.9% |
| All | +959.5% | -51.2% | +1,010.7% | +571.6% |
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