-17.9%
PLUG vs MCO
+451.2%
-469.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.6% | -7.2% | -7.5% |
| 7D | -8.1% | -1.7% | -6.4% | -6.9% |
| 30D | -20.5% | +9.1% | -29.7% | -26.2% |
| 3M | -45.9% | +6.2% | -52.1% | -49.0% |
| 6M | -65.2% | +12.6% | -77.8% | -69.5% |
| YTD | -37.1% | -0.2% | -36.9% | -40.1% |
| 1Y | -54.6% | +4.1% | -58.7% | -58.4% |
| 3Y | -64.9% | +50.6% | -115.5% | -77.6% |
| 5Y | -97.1% | +36.2% | -133.4% | -98.0% |
| All | -17.9% | +451.2% | -469.1% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling