+259.1%
MP vs PLUG
-73.3%
+332.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.5% | -8.6% | -6.0% |
| 7D | -12.5% | +2.8% | -15.4% | -13.3% |
| 30D | -23.3% | -22.8% | -0.6% | -17.9% |
| 3M | -24.4% | -32.4% | +8.1% | -16.1% |
| 6M | -45.8% | -53.4% | +7.6% | -34.0% |
| YTD | -28.9% | -25.9% | -3.0% | -24.6% |
| 1Y | -34.6% | -42.1% | +7.5% | -27.0% |
| 3Y | +118.7% | -77.9% | +196.6% | +145.2% |
| 5Y | -3.1% | -96.4% | +93.3% | +71.8% |
| All | +259.1% | -73.3% | +332.4% | +504.8% |
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