+90.0%
MDLZ vs PLUG
+6.6%
+83.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.4% | -8.6% | -1.4% |
| 7D | +1.7% | +5.8% | -4.2% | +1.5% |
| 30D | +11.2% | -18.5% | +29.7% | +11.6% |
| 3M | +6.1% | -30.0% | +36.1% | +6.9% |
| 6M | +8.6% | -56.2% | +64.7% | +10.3% |
| YTD | +25.8% | -26.4% | +52.2% | +25.8% |
| 1Y | +21.7% | -42.2% | +63.9% | +22.2% |
| 3Y | +5.8% | -76.8% | +82.6% | +6.0% |
| 5Y | +21.4% | -96.2% | +117.6% | +27.3% |
| All | +90.0% | +6.6% | +83.4% | +61.4% |
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