+454.2%
MDLZ vs PLUG
-99.1%
+553.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.4% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -2.1% | +3.3% | -5.4% | -2.2% |
| 3M | +1.3% | -39.7% | +41.0% | +2.7% |
| 6M | +6.2% | -12.5% | +18.7% | +6.1% |
| YTD | +15.8% | +10.2% | +5.6% | +14.5% |
| 1Y | +4.1% | +50.7% | -46.6% | +1.3% |
| 3Y | -4.1% | -74.5% | +70.4% | -4.5% |
| 5Y | +13.4% | -91.8% | +105.1% | +15.0% |
| 10Y | +75.7% | +43.7% | +32.0% | +51.4% |
| All | +454.2% | -99.1% | +553.4% | +365.8% |
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