+254.1%
MP vs PLUG
-73.5%
+327.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.4% | -2.5% | +3.0% |
| 7D | -10.5% | +5.8% | -16.4% | -12.0% |
| 30D | -23.5% | -18.5% | -5.0% | -19.3% |
| 3M | -25.4% | -30.0% | +4.5% | -18.1% |
| 6M | -51.3% | -56.2% | +4.9% | -39.7% |
| YTD | -29.9% | -26.4% | -3.5% | -25.5% |
| 1Y | -31.8% | -42.2% | +10.4% | -23.9% |
| 3Y | +127.0% | -76.8% | +203.8% | +150.2% |
| 5Y | -3.3% | -96.2% | +92.9% | +69.8% |
| All | +254.1% | -73.5% | +327.6% | +497.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling