-99.1%
PLUG vs MOD
+440.9%
-539.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -21.4% | +25.0% | +10.1% |
| 7D | +2.8% | -31.3% | +34.2% | +13.9% |
| 30D | -22.8% | -46.1% | +23.4% | -8.0% |
| 3M | -32.4% | -51.1% | +18.7% | -17.4% |
| 6M | -53.4% | -62.1% | +8.7% | -39.3% |
| YTD | -25.9% | -26.2% | +0.3% | -24.1% |
| 1Y | -42.1% | -32.6% | -9.5% | -39.7% |
| 3Y | -77.9% | +133.8% | -211.8% | -86.0% |
| 5Y | -96.4% | +792.8% | -889.1% | -98.5% |
| 10Y | +2.8% | +959.8% | -957.0% | -68.5% |
| All | -99.1% | +440.9% | -539.9% | -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