+134.5%
MO vs PLUG
-78.4%
+212.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.4% | -9.3% | -1.8% |
| 7D | -2.4% | +5.8% | -8.3% | -2.3% |
| 30D | +9.7% | -18.5% | +28.3% | +9.4% |
| 3M | +14.1% | -30.0% | +44.1% | +13.6% |
| 6M | +11.9% | -56.2% | +68.1% | +11.0% |
| YTD | +38.4% | -26.4% | +64.8% | +38.0% |
| 1Y | +41.9% | -42.2% | +84.1% | +41.3% |
| 3Y | +134.5% | -76.8% | +211.3% | +139.1% |
| All | +134.5% | -78.4% | +212.9% | +139.1% |
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