-98.6%
PLUG vs MDY
+1,196.6%
-1,295.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.6% |
| 7D | -0.9% | +0.1% | -1.1% | -1.1% |
| 30D | +3.3% | -1.5% | +4.8% | +6.0% |
| 3M | -39.7% | +0.8% | -40.5% | -40.1% |
| 6M | -12.5% | +7.4% | -19.9% | -21.0% |
| YTD | +10.2% | +15.2% | -5.0% | -10.4% |
| 1Y | +50.7% | +16.5% | +34.2% | +22.3% |
| 3Y | -74.5% | +46.8% | -121.3% | -84.8% |
| 5Y | -91.8% | +46.0% | -137.8% | -94.4% |
| 10Y | +43.7% | +172.1% | -128.4% | -57.9% |
| All | -98.6% | +1,196.6% | -1,295.2% | -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