-15.4%
MDLN vs PLUG
-0.9%
-14.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -5.2% |
| 7D | -1.2% | +8.1% | -9.3% | -1.3% |
| 30D | -1.5% | +3.7% | -5.2% | -1.5% |
| 3M | +2.6% | -29.2% | +31.8% | +2.5% |
| 6M | -20.9% | +6.1% | -27.0% | -22.0% |
| YTD | -17.4% | +14.7% | -32.1% | -16.5% |
| All | -15.4% | -0.9% | -14.5% | -15.1% |
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 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