+782.2%
MMM vs PLUG
-98.6%
+880.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.3% |
| 6M | +5.8% | -12.5% | +18.3% | +5.7% |
| YTD | +6.8% | +10.2% | -3.4% | +5.1% |
| 1Y | +10.4% | +50.7% | -40.3% | +5.9% |
| 3Y | +104.7% | -74.5% | +179.2% | +103.1% |
| 5Y | +23.6% | -91.8% | +115.3% | +26.3% |
| 10Y | +54.1% | +43.7% | +10.4% | +27.7% |
| All | +782.2% | -98.6% | +880.8% | +540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling