+160.8%
MMM vs PLUG
-79.9%
+240.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.5% | +4.3% | -2.9% |
| 7D | +5.9% | -4.9% | +10.8% | +6.0% |
| 30D | +14.7% | -27.4% | +42.2% | +15.8% |
| 3M | +3.6% | -35.7% | +39.3% | +4.9% |
| 6M | +32.7% | -59.3% | +92.1% | +36.0% |
| YTD | +18.9% | -31.5% | +50.4% | +19.4% |
| 1Y | +16.4% | -48.9% | +65.2% | +17.7% |
| All | +160.8% | -79.9% | +240.6% | +162.4% |
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