+220.2%
MET vs PLUG
+6.6%
+213.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.4% | -8.9% | -2.0% |
| 7D | -1.2% | +5.8% | -7.0% | -1.6% |
| 30D | +3.2% | -18.5% | +21.7% | +4.6% |
| 3M | -1.1% | -30.0% | +28.9% | +1.2% |
| 6M | +25.0% | -56.2% | +81.2% | +31.6% |
| YTD | +27.9% | -26.4% | +54.3% | +27.9% |
| 1Y | +32.9% | -42.2% | +75.1% | +35.1% |
| 3Y | +78.8% | -76.8% | +155.6% | +78.1% |
| 5Y | +79.6% | -96.2% | +175.8% | +102.3% |
| All | +220.2% | +6.6% | +213.6% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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