+159.9%
MXL vs PLUG
+9.2%
+150.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -1.9% |
| 7D | -15.9% | -3.2% | -12.7% | -15.0% |
| 30D | -44.0% | -18.7% | -25.3% | -41.2% |
| 3M | -21.3% | -35.3% | +14.0% | -13.4% |
| 6M | -46.1% | -56.2% | +10.2% | -35.8% |
| YTD | +208.8% | -30.7% | +239.5% | +233.1% |
| 1Y | +255.5% | -46.7% | +302.2% | +299.6% |
| 3Y | +223.3% | -61.3% | +284.6% | +222.2% |
| 5Y | -18.1% | -96.6% | +78.5% | +19.9% |
| 10Y | +159.9% | +1.1% | +158.8% | +144.3% |
| All | +159.9% | +9.2% | +150.7% | +144.3% |
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