+509.7%
MDLZ vs PLUG
-99.5%
+609.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.7% | -0.6% |
| 7D | +6.9% | -4.9% | +11.8% | +7.0% |
| 30D | +12.1% | -27.4% | +39.5% | +13.1% |
| 3M | +7.7% | -35.7% | +43.4% | +9.0% |
| 6M | +10.8% | -59.3% | +70.1% | +13.4% |
| YTD | +27.4% | -31.5% | +58.8% | +27.6% |
| 1Y | +23.5% | -48.9% | +72.4% | +24.8% |
| 3Y | +6.2% | -79.6% | +85.8% | +6.3% |
| 5Y | +22.9% | -96.5% | +119.4% | +28.3% |
| 10Y | +99.6% | -4.9% | +104.5% | +74.0% |
| All | +509.7% | -99.5% | +609.2% | +419.4% |
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 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