+104.9%
MMM vs PLUG
-74.3%
+179.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 7D | -3.3% | -0.9% | -2.4% | -3.3% |
| 30D | -7.0% | +3.3% | -10.4% | -7.2% |
| 3M | +10.8% | -39.7% | +50.5% | +12.6% |
| 6M | +5.8% | -12.5% | +18.3% | +5.7% |
| YTD | +6.8% | +10.2% | -3.4% | +5.5% |
| 1Y | +10.4% | +50.7% | -40.3% | +6.6% |
| All | +104.9% | -74.3% | +179.1% | +114.8% |
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