-98.6%
PLUG vs MOD
+995.9%
-1,094.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +1.5% |
| 7D | -0.9% | +9.6% | -10.5% | -3.7% |
| 30D | +3.3% | 0.0% | +3.3% | +3.3% |
| 3M | -39.7% | -35.4% | -4.3% | -31.7% |
| 6M | -12.5% | -7.3% | -5.2% | -12.6% |
| YTD | +10.2% | +45.8% | -35.6% | -6.7% |
| 1Y | +50.7% | +43.1% | +7.6% | +26.8% |
| 3Y | -74.5% | +297.7% | -372.2% | -86.1% |
| 5Y | -91.8% | +1,478.8% | -1,570.5% | -97.2% |
| 10Y | +43.7% | +1,633.4% | -1,589.7% | -61.4% |
| All | -98.6% | +995.9% | -1,094.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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