-41.4%
PLUG vs MKC
-23.7%
-17.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +2.8% |
| 7D | +14.5% | -1.9% | +16.4% | +13.1% |
| 30D | -10.7% | +8.0% | -18.7% | -5.6% |
| 3M | -31.2% | -8.6% | -22.6% | -35.5% |
| 6M | -51.9% | +1.1% | -53.0% | -50.1% |
| YTD | -23.9% | -27.7% | +3.8% | -45.5% |
| All | -41.4% | -23.7% | -17.7% | -57.2% |
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