+393.3%
MDT vs PLUG
-99.0%
+492.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.5% | +0.8% |
| 7D | +3.5% | +14.5% | -11.0% | +2.8% |
| 30D | +16.2% | -10.7% | +26.9% | +16.7% |
| 3M | +18.9% | -31.2% | +50.1% | +20.8% |
| 6M | +37.3% | -51.9% | +89.2% | +41.3% |
| YTD | +9.7% | -23.9% | +33.6% | +9.4% |
| 1Y | +15.2% | -43.4% | +58.6% | +16.4% |
| 3Y | +61.8% | -74.7% | +136.5% | +60.0% |
| 5Y | -1.4% | -96.3% | +94.9% | +5.0% |
| 10Y | +61.6% | +20.0% | +41.6% | +31.7% |
| All | +393.3% | -99.0% | +492.4% | +248.6% |
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