-91.9%
PLUG vs MKC
-33.7%
-58.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | -0.9% | -5.9% | +5.0% | -0.7% |
| 30D | +3.3% | -0.9% | +4.2% | +3.3% |
| 3M | -39.7% | +12.7% | -52.4% | -40.3% |
| 6M | -12.5% | -19.3% | +6.8% | -10.1% |
| YTD | +10.2% | -22.2% | +32.3% | +12.9% |
| 1Y | +50.7% | -23.3% | +74.0% | +54.9% |
| 3Y | -74.5% | -30.0% | -44.5% | -74.0% |
| All | -91.9% | -33.7% | -58.2% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling