-15.0%
MP vs PLUG
+45.6%
-60.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.5% |
| 7D | -2.9% | -0.9% | -1.9% | -2.6% |
| 30D | +13.8% | +3.3% | +10.5% | +12.7% |
| 3M | -16.7% | -39.7% | +23.0% | -4.4% |
| 6M | -11.5% | -12.5% | +1.0% | -9.1% |
| YTD | +7.9% | +10.2% | -2.2% | +5.1% |
| 1Y | -15.0% | +50.7% | -65.7% | -10.5% |
| All | -15.0% | +45.6% | -60.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling