+55.9%
PLUG vs MKC
+26.1%
+29.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.2% |
| 7D | +8.1% | -4.3% | +12.5% | +9.2% |
| 30D | +3.7% | -2.0% | +5.7% | +4.0% |
| 3M | -29.2% | +10.0% | -39.2% | -31.3% |
| 6M | +6.1% | -18.5% | +24.6% | +11.1% |
| YTD | +14.7% | -22.4% | +37.1% | +20.3% |
| 1Y | +56.9% | -23.6% | +80.6% | +64.9% |
| 3Y | -71.6% | -30.4% | -41.2% | -69.7% |
| 5Y | -91.0% | -34.2% | -56.9% | -90.5% |
| 10Y | +55.9% | +26.8% | +29.0% | +38.3% |
| All | +55.9% | +26.1% | +29.8% | +38.3% |
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