-6.4%
MDB vs PLUG
-74.3%
+67.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.3% |
| 7D | -17.4% | -0.9% | -16.5% | -17.4% |
| 30D | -2.0% | +3.3% | -5.4% | -2.2% |
| 3M | -3.0% | -39.7% | +36.7% | -0.3% |
| 6M | +48.7% | -12.5% | +61.2% | +48.4% |
| YTD | -12.1% | +10.2% | -22.3% | -14.2% |
| 1Y | +14.5% | +50.7% | -36.2% | +7.8% |
| All | -6.4% | -74.3% | +67.8% | -9.1% |
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 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