+220.6%
MXL vs PLUG
-79.4%
+300.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.5% |
| 7D | +5.5% | -6.8% | +12.3% | +6.8% |
| 30D | -32.6% | -16.0% | -16.6% | -30.8% |
| 3M | -13.1% | -38.7% | +25.6% | -6.8% |
| 6M | -41.4% | -61.4% | +20.0% | -33.2% |
| YTD | +243.9% | -31.0% | +274.9% | +262.3% |
| 1Y | +305.1% | -46.2% | +351.3% | +337.8% |
| 3Y | +260.1% | -61.5% | +321.5% | +263.6% |
| 5Y | -12.1% | -96.9% | +84.8% | +11.1% |
| 10Y | +182.8% | -7.5% | +190.3% | +163.5% |
| All | +220.6% | -79.4% | +300.0% | +199.6% |
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