+235.5%
MXL vs PLUG
-67.1%
+302.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +5.2% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | -7.0% | +3.3% | -10.3% | -7.2% |
| 3M | -33.4% | -39.7% | +6.3% | -28.4% |
| 6M | +260.2% | -12.5% | +272.7% | +268.6% |
| YTD | +260.0% | +10.2% | +249.8% | +255.0% |
| 1Y | +303.5% | +50.7% | +252.8% | +277.0% |
| 3Y | +160.4% | -74.5% | +234.9% | +167.2% |
| 5Y | +14.7% | -91.8% | +106.5% | +29.7% |
| 10Y | +215.6% | +43.7% | +171.9% | +175.3% |
| All | +235.5% | -67.1% | +302.6% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling