-99.1%
PLUG vs MDY
+1,136.4%
-1,235.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.8% | +6.4% |
| 7D | +5.8% | -1.7% | +7.5% | +8.8% |
| 30D | -18.5% | -0.9% | -17.6% | -17.0% |
| 3M | -30.0% | -5.7% | -24.2% | -22.7% |
| 6M | -56.2% | -2.9% | -53.3% | -53.7% |
| YTD | -26.4% | +9.8% | -36.2% | -35.3% |
| 1Y | -42.2% | +13.5% | -55.7% | -51.5% |
| 3Y | -76.8% | +51.9% | -128.8% | -87.0% |
| 5Y | -96.2% | +32.0% | -128.3% | -97.0% |
| 10Y | +2.1% | +176.5% | -174.4% | -70.5% |
| All | -99.1% | +1,136.4% | -1,235.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling