-98.6%
PLUG vs MKC
+1,031.5%
-1,130.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | -0.9% | -5.9% | +5.0% | +1.3% |
| 30D | +3.3% | -0.9% | +4.2% | +3.4% |
| 3M | -39.7% | +12.7% | -52.4% | -43.1% |
| 6M | -12.5% | -19.3% | +6.8% | -6.8% |
| YTD | +10.2% | -22.2% | +32.3% | +16.9% |
| 1Y | +50.7% | -23.3% | +74.0% | +60.1% |
| 3Y | -74.5% | -30.0% | -44.5% | -72.4% |
| 5Y | -91.8% | -33.8% | -58.0% | -91.1% |
| 10Y | +43.7% | +24.4% | +19.3% | +11.1% |
| All | -98.6% | +1,031.5% | -1,130.1% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling