-5.9%
MDB vs PLUG
-78.4%
+72.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +2.2% |
| 7D | -11.4% | +5.8% | -17.2% | -11.7% |
| 30D | -13.8% | -18.5% | +4.7% | -12.7% |
| 3M | -15.5% | -30.0% | +14.5% | -13.5% |
| 6M | +17.9% | -56.2% | +74.1% | +23.2% |
| YTD | -25.5% | -26.4% | +0.9% | -25.2% |
| 1Y | -12.1% | -42.2% | +30.1% | -10.5% |
| 3Y | -5.9% | -76.8% | +71.0% | -6.8% |
| All | -5.9% | -78.4% | +72.5% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling