+20.0%
PLUG vs MKC
+25.4%
-5.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.7% |
| 7D | +14.5% | -1.9% | +16.4% | +14.9% |
| 30D | -10.7% | +8.0% | -18.7% | -12.5% |
| 3M | -31.2% | -8.6% | -22.6% | -30.1% |
| 6M | -51.9% | +1.1% | -53.0% | -52.8% |
| YTD | -23.9% | -27.7% | +3.8% | -19.1% |
| 1Y | -43.4% | -23.7% | -19.7% | -41.2% |
| 3Y | -74.7% | -19.4% | -55.3% | -74.9% |
| 5Y | -96.3% | -33.3% | -63.0% | -96.2% |
| 10Y | +20.0% | +24.0% | -4.0% | +7.4% |
| All | +20.0% | +25.4% | -5.4% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling