+180.6%
MPC vs PLUG
-74.3%
+254.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | +5.4% | -0.9% | +6.4% | +5.5% |
| 30D | +31.0% | +3.3% | +27.6% | +30.8% |
| 3M | +46.0% | -39.7% | +85.7% | +47.7% |
| 6M | +77.3% | -12.5% | +89.8% | +77.0% |
| YTD | +141.9% | +10.2% | +131.8% | +139.7% |
| 1Y | +120.9% | +50.7% | +70.2% | +117.0% |
| All | +180.6% | -74.3% | +254.9% | +166.5% |
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 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