+48.2%
MMM vs PLUG
-96.4%
+144.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.6% | +1.7% |
| 7D | +5.8% | +14.5% | -8.7% | +4.9% |
| 30D | +17.9% | -10.7% | +28.6% | +18.6% |
| 3M | +3.6% | -31.2% | +34.8% | +5.6% |
| 6M | +32.9% | -51.9% | +84.8% | +37.7% |
| YTD | +19.5% | -23.9% | +43.3% | +19.4% |
| 1Y | +16.5% | -43.4% | +59.9% | +18.3% |
| 3Y | +167.2% | -74.7% | +241.9% | +166.0% |
| 5Y | +48.2% | -96.3% | +144.5% | +64.2% |
| All | +48.2% | -96.4% | +144.6% | +64.2% |
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