+70.1%
MDT vs PLUG
-25.0%
+95.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.5% | +12.3% | +2.3% |
| 7D | +1.0% | -23.4% | +24.5% | +2.1% |
| 30D | +9.2% | -23.4% | +32.6% | +10.2% |
| 3M | +14.5% | -51.7% | +66.2% | +17.7% |
| 6M | +37.3% | -72.0% | +109.3% | +44.1% |
| YTD | +9.8% | -43.7% | +53.5% | +10.6% |
| 1Y | +10.5% | -55.4% | +66.0% | +12.4% |
| 3Y | +57.4% | -68.0% | +125.4% | +53.9% |
| 5Y | +1.2% | -97.4% | +98.6% | +10.5% |
| All | +70.1% | -25.0% | +95.1% | +49.3% |
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