-76.8%
PLUG vs MDY
+50.6%
-127.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.3% |
| 7D | +5.8% | -1.7% | +7.5% | +9.2% |
| 30D | -18.5% | -0.9% | -17.6% | -16.8% |
| 3M | -30.0% | -5.7% | -24.2% | -21.8% |
| 6M | -56.2% | -2.9% | -53.3% | -53.4% |
| YTD | -26.4% | +9.8% | -36.2% | -36.8% |
| 1Y | -42.2% | +13.5% | -55.7% | -53.0% |
| 3Y | -76.8% | +51.9% | -128.8% | -91.4% |
| All | -76.8% | +50.6% | -127.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling