+187.9%
MXL vs PLUG
-79.3%
+267.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.0% | +5.3% | -2.5% |
| 7D | -15.9% | -3.2% | -12.7% | -15.3% |
| 30D | -44.0% | -18.7% | -25.3% | -42.2% |
| 3M | -21.3% | -35.3% | +14.0% | -16.2% |
| 6M | -46.1% | -56.2% | +10.2% | -39.5% |
| YTD | +208.8% | -30.7% | +239.5% | +225.1% |
| 1Y | +255.5% | -46.7% | +302.2% | +284.6% |
| 3Y | +223.3% | -61.3% | +284.6% | +226.3% |
| 5Y | -18.1% | -96.6% | +78.5% | +2.8% |
| 10Y | +159.9% | +1.1% | +158.8% | +141.0% |
| All | +187.9% | -79.3% | +267.2% | +168.9% |
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