+1,542.6%
MPWR vs PLUG
+6.6%
+1,536.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.4% | -2.2% | +3.9% |
| 7D | -1.7% | +5.8% | -7.6% | -2.7% |
| 30D | -16.5% | -18.5% | +2.0% | -13.4% |
| 3M | -12.3% | -30.0% | +17.7% | -6.7% |
| 6M | -27.7% | -56.2% | +28.5% | -17.1% |
| YTD | +32.0% | -26.4% | +58.4% | +35.5% |
| 1Y | +25.1% | -42.2% | +67.3% | +32.9% |
| 3Y | +146.5% | -76.8% | +223.3% | +151.5% |
| 5Y | +126.0% | -96.2% | +222.3% | +206.7% |
| All | +1,542.6% | +6.6% | +1,536.0% | +1,377.4% |
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