+76.3%
MMM vs PLUG
-25.0%
+101.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.5% | -0.4% |
| 7D | -0.4% | -23.4% | +23.1% | +0.9% |
| 30D | +12.1% | -23.4% | +35.6% | +13.6% |
| 3M | +1.4% | -51.7% | +53.2% | +5.1% |
| 6M | +26.6% | -72.0% | +98.5% | +34.4% |
| YTD | +16.8% | -43.7% | +60.5% | +18.6% |
| 1Y | +10.1% | -55.4% | +65.5% | +13.0% |
| 3Y | +158.4% | -68.0% | +226.4% | +153.2% |
| 5Y | +43.1% | -97.4% | +140.5% | +55.9% |
| All | +76.3% | -25.0% | +101.3% | +47.5% |
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