+255.5%
MXL vs PLUG
-53.4%
+309.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | +0.8% |
| 7D | -15.9% | -3.2% | -12.7% | -13.8% |
| 30D | -44.0% | -18.7% | -25.3% | -37.6% |
| 3M | -21.3% | -35.3% | +14.0% | -2.8% |
| 6M | -46.1% | -56.2% | +10.2% | -24.4% |
| YTD | +208.8% | -30.7% | +239.5% | +296.0% |
| 1Y | +255.5% | -46.7% | +302.2% | +379.2% |
| All | +255.5% | -53.4% | +309.0% | +379.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling