+348.3%
MDT vs PLUG
-98.6%
+446.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +1.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +9.5% | +3.3% | +6.2% | +9.3% |
| 3M | +16.0% | -39.7% | +55.7% | +18.6% |
| 6M | +0.2% | -12.5% | +12.7% | -0.1% |
| YTD | -0.3% | +10.2% | -10.4% | -2.2% |
| 1Y | +4.7% | +50.7% | -46.0% | 0.0% |
| 3Y | +26.5% | -74.5% | +101.0% | +25.2% |
| 5Y | -18.2% | -91.8% | +73.6% | -16.5% |
| 10Y | +40.0% | +43.7% | -3.7% | +13.2% |
| All | +348.3% | -98.6% | +446.9% | +211.6% |
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