-26.5%
PLUG vs MCO
+453.0%
-479.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.7% |
| 7D | -23.4% | +0.5% | -23.9% | -23.7% |
| 30D | -23.4% | +9.8% | -33.3% | -29.4% |
| 3M | -51.7% | +4.3% | -56.0% | -53.9% |
| 6M | -72.0% | +16.5% | -88.4% | -76.1% |
| YTD | -43.7% | +0.1% | -43.8% | -46.6% |
| 1Y | -55.4% | +4.4% | -59.9% | -59.3% |
| 3Y | -68.0% | +51.6% | -119.6% | -79.7% |
| 5Y | -97.4% | +36.7% | -134.1% | -98.2% |
| All | -26.5% | +453.0% | -479.5% | -85.4% |
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