-91.4%
PLUG vs MCO
+29.3%
-120.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -2.7% |
| 7D | +3.8% | -3.1% | +7.0% | +6.6% |
| 30D | +2.8% | -0.5% | +3.4% | +2.7% |
| 3M | -25.4% | +5.7% | -31.1% | -31.0% |
| 6M | -0.5% | +3.0% | -3.5% | -7.0% |
| YTD | +10.2% | -6.5% | +16.6% | +11.3% |
| 1Y | +53.9% | -5.8% | +59.7% | +53.3% |
| 3Y | -72.7% | +43.1% | -115.8% | -84.9% |
| 5Y | -91.4% | +29.5% | -120.9% | -94.8% |
| All | -91.4% | +29.3% | -120.7% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling