-42.1%
PLUG vs MKC
-18.2%
-23.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +6.8% |
| 7D | +2.8% | +9.6% | -6.8% | +8.9% |
| 30D | -22.8% | +12.0% | -34.8% | -16.8% |
| 3M | -32.4% | -2.0% | -30.4% | -33.6% |
| 6M | -53.4% | +7.2% | -60.6% | -49.9% |
| YTD | -25.9% | -23.7% | -2.1% | -43.4% |
| 1Y | -42.1% | -18.3% | -23.8% | -56.2% |
| All | -42.1% | -18.2% | -23.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling