+189.4%
MXL vs PLUG
-72.4%
+261.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.8% | +5.2% |
| 7D | +15.5% | +8.1% | +7.3% | +13.9% |
| 30D | -11.3% | +3.7% | -15.0% | -11.7% |
| 3M | -16.1% | -29.2% | +13.0% | -10.7% |
| 6M | +323.0% | +6.1% | +316.9% | +325.2% |
| YTD | +281.5% | +14.7% | +266.8% | +275.8% |
| 1Y | +319.3% | +56.9% | +262.3% | +292.4% |
| 3Y | +189.4% | -71.6% | +261.0% | +193.0% |
| All | +189.4% | -72.4% | +261.8% | +193.0% |
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