+26.0%
MXL vs PLUG
-91.6%
+117.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.1% | +1.8% | +5.0% |
| 7D | +15.5% | +8.1% | +7.3% | +13.5% |
| 30D | -11.3% | +3.7% | -15.0% | -11.8% |
| 3M | -16.1% | -29.2% | +13.0% | -8.6% |
| 6M | +323.0% | +6.1% | +316.9% | +322.7% |
| YTD | +281.5% | +14.7% | +266.8% | +268.7% |
| 1Y | +319.3% | +56.9% | +262.3% | +267.3% |
| 3Y | +189.4% | -71.6% | +261.0% | +209.1% |
| 5Y | +26.0% | -91.0% | +117.0% | +89.1% |
| All | +26.0% | -91.6% | +117.6% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling