-99.1%
PLUG vs MKC
+962.7%
-1,061.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.3% | +10.7% | +8.6% |
| 7D | +5.8% | +2.3% | +3.5% | +4.7% |
| 30D | -18.5% | +8.1% | -26.6% | -21.2% |
| 3M | -30.0% | -6.4% | -23.5% | -28.8% |
| 6M | -56.2% | +1.8% | -58.0% | -57.5% |
| YTD | -26.4% | -26.9% | +0.5% | -20.5% |
| 1Y | -42.2% | -21.7% | -20.5% | -39.6% |
| 3Y | -76.8% | -18.7% | -58.1% | -76.8% |
| 5Y | -96.2% | -32.8% | -63.4% | -96.0% |
| 10Y | +2.1% | +27.0% | -24.8% | -22.8% |
| All | -99.1% | +962.7% | -1,061.8% | -99.5% |
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