+15.1%
PLUG vs MLM
+185.4%
-170.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.6% |
| 7D | +5.8% | -4.1% | +10.0% | +8.6% |
| 30D | -18.5% | +8.2% | -26.7% | -23.0% |
| 3M | -30.0% | -3.6% | -26.4% | -28.6% |
| 6M | -56.2% | -15.6% | -40.6% | -52.2% |
| YTD | -26.4% | -16.4% | -10.0% | -19.3% |
| 1Y | -42.2% | -14.3% | -27.9% | -37.6% |
| 3Y | -76.8% | +19.3% | -96.2% | -80.7% |
| 5Y | -96.2% | +29.6% | -125.8% | -97.0% |
| All | +15.1% | +185.4% | -170.3% | -36.5% |
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