+7.1%
PLUG vs MLM
+190.7%
-183.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.2% | -2.4% | -4.2% |
| 7D | -4.9% | -1.2% | -3.7% | -4.2% |
| 30D | -27.4% | +7.9% | -35.4% | -31.2% |
| 3M | -35.7% | -4.5% | -31.3% | -34.0% |
| 6M | -59.3% | -12.6% | -46.7% | -56.5% |
| YTD | -31.5% | -14.9% | -16.6% | -25.7% |
| 1Y | -48.9% | -13.1% | -35.8% | -45.3% |
| 3Y | -79.6% | +21.2% | -100.8% | -83.1% |
| 5Y | -96.5% | +32.0% | -128.5% | -97.2% |
| All | +7.1% | +190.7% | -183.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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