+849.8%
MDB vs PLUG
-46.6%
+896.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.5% | +0.3% | -5.7% |
| 7D | -20.9% | -4.9% | -15.9% | -20.0% |
| 30D | -15.6% | -27.4% | +11.9% | -9.8% |
| 3M | -19.1% | -35.7% | +16.6% | -11.3% |
| 6M | +14.2% | -59.3% | +73.6% | +34.6% |
| YTD | -27.4% | -31.5% | +4.0% | -26.6% |
| 1Y | -13.0% | -48.9% | +35.8% | -6.9% |
| 3Y | -11.2% | -79.6% | +68.4% | -11.0% |
| 5Y | -45.2% | -96.5% | +51.3% | -13.2% |
| All | +849.8% | -46.6% | +896.4% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling