+194.3%
MPWR vs PLUG
-75.5%
+269.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +3.4% | +13.2% | +16.1% |
| 7D | +11.6% | +14.5% | -2.9% | +9.8% |
| 30D | +0.1% | -10.7% | +10.8% | +1.6% |
| 3M | -0.8% | -31.2% | +30.4% | +3.8% |
| 6M | -13.0% | -51.9% | +38.9% | -5.4% |
| YTD | +53.9% | -23.9% | +77.8% | +57.7% |
| 1Y | +45.8% | -43.4% | +89.2% | +53.4% |
| 3Y | +194.3% | -74.7% | +269.0% | +188.9% |
| All | +194.3% | -75.5% | +269.8% | +188.9% |
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