+163.7%
MXL vs PLUG
-25.0%
+188.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -10.5% | +5.1% | -3.2% |
| 7D | +13.4% | -23.4% | +36.9% | +19.7% |
| 30D | -29.2% | -23.4% | -5.8% | -24.9% |
| 3M | -27.2% | -51.7% | +24.5% | -15.1% |
| 6M | -36.4% | -72.0% | +35.6% | -17.3% |
| YTD | +220.0% | -43.7% | +263.7% | +259.7% |
| 1Y | +304.8% | -55.4% | +360.2% | +371.8% |
| 3Y | +238.5% | -68.0% | +306.5% | +250.3% |
| 5Y | -18.8% | -97.4% | +78.7% | +25.3% |
| All | +163.7% | -25.0% | +188.7% | +164.3% |
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