+157.1%
MMM vs PLUG
-78.4%
+235.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.4% | -8.8% | -1.6% |
| 7D | +6.2% | +5.8% | +0.4% | +6.0% |
| 30D | +14.2% | -18.5% | +32.7% | +14.9% |
| 3M | +2.9% | -30.0% | +32.9% | +3.9% |
| 6M | +27.6% | -56.2% | +83.8% | +30.4% |
| YTD | +17.3% | -26.4% | +43.7% | +17.5% |
| 1Y | +15.1% | -42.2% | +57.3% | +16.0% |
| 3Y | +157.1% | -76.8% | +234.0% | +158.1% |
| All | +157.1% | -78.4% | +235.5% | +158.1% |
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