+105.0%
MDLZ vs PLUG
-8.1%
+113.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | -1.0% | -6.8% | +5.8% | -0.9% |
| 30D | +7.9% | -16.0% | +24.0% | +8.3% |
| 3M | +8.9% | -38.7% | +47.7% | +10.0% |
| 6M | +10.5% | -61.4% | +71.9% | +12.6% |
| YTD | +27.1% | -31.0% | +58.1% | +27.2% |
| 1Y | +20.9% | -46.2% | +67.2% | +21.7% |
| 3Y | +5.5% | -61.5% | +67.0% | +4.1% |
| 5Y | +22.2% | -96.9% | +119.1% | +29.2% |
| All | +105.0% | -8.1% | +113.1% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling