+53.0%
MDT vs PLUG
-78.4%
+131.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.4% | -10.3% | -3.0% |
| 7D | +5.4% | +5.8% | -0.4% | +5.4% |
| 30D | +19.1% | -18.5% | +37.6% | +19.3% |
| 3M | +19.5% | -30.0% | +49.4% | +19.8% |
| 6M | +33.5% | -56.2% | +89.6% | +34.5% |
| YTD | +8.7% | -26.4% | +35.1% | +8.0% |
| 1Y | +16.8% | -42.2% | +59.0% | +16.5% |
| 3Y | +53.0% | -76.8% | +129.8% | +50.7% |
| All | +53.0% | -78.4% | +131.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling