+47.9%
MMM vs PLUG
-96.5%
+144.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +0.9% |
| 7D | +7.0% | -2.8% | +9.8% | +7.1% |
| 30D | +18.4% | -18.5% | +36.8% | +19.6% |
| 3M | +4.5% | -35.1% | +39.6% | +6.9% |
| 6M | +33.4% | -56.1% | +89.5% | +38.9% |
| YTD | +20.0% | -30.5% | +50.4% | +20.5% |
| 1Y | +15.0% | -46.5% | +61.5% | +17.1% |
| 3Y | +165.0% | -61.2% | +226.2% | +154.6% |
| 5Y | +47.9% | -96.6% | +144.5% | +64.6% |
| All | +47.9% | -96.5% | +144.4% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling