-24.7%
MDB vs PLUG
-91.8%
+67.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -4.6% |
| 7D | -17.4% | -0.9% | -16.5% | -17.3% |
| 30D | -2.0% | +3.3% | -5.4% | -2.6% |
| 3M | -3.0% | -39.7% | +36.7% | +6.1% |
| 6M | +48.7% | -12.5% | +61.2% | +47.7% |
| YTD | -12.1% | +10.2% | -22.3% | -19.1% |
| 1Y | +14.5% | +50.7% | -36.2% | -7.0% |
| 3Y | -6.1% | -74.5% | +68.4% | -1.2% |
| All | -24.7% | -91.8% | +67.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling