-2.9%
MDT vs PLUG
-96.4%
+93.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.4% | -10.3% | -3.1% |
| 7D | +5.4% | +5.8% | -0.4% | +5.2% |
| 30D | +19.1% | -18.5% | +37.6% | +19.7% |
| 3M | +19.5% | -30.0% | +49.4% | +20.6% |
| 6M | +33.5% | -56.2% | +89.6% | +36.4% |
| YTD | +8.7% | -26.4% | +35.1% | +8.1% |
| 1Y | +16.8% | -42.2% | +59.0% | +17.1% |
| 3Y | +53.0% | -76.8% | +129.8% | +53.2% |
| All | -2.9% | -96.4% | +93.5% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling