+255.5%
MXL vs PLUG
-53.2%
+308.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.7% | +4.9% | +0.6% |
| 7D | -15.9% | -2.8% | -13.0% | -13.9% |
| 30D | -44.0% | -18.5% | -25.6% | -37.7% |
| 3M | -21.3% | -35.1% | +13.7% | -3.0% |
| 6M | -46.1% | -56.1% | +10.0% | -24.5% |
| YTD | +208.8% | -30.5% | +239.3% | +295.4% |
| 1Y | +255.5% | -46.5% | +302.0% | +378.4% |
| All | +255.5% | -53.2% | +308.8% | +378.4% |
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 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