+30.5%
MET vs PLUG
-51.0%
+81.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.8% | +7.8% | -0.8% |
| 7D | +2.1% | -8.1% | +10.3% | +2.4% |
| 30D | +1.8% | -20.5% | +22.3% | +2.4% |
| 3M | +6.0% | -45.9% | +51.9% | +7.7% |
| 6M | +31.1% | -65.2% | +96.3% | +35.6% |
| YTD | +32.6% | -37.1% | +69.6% | +29.0% |
| 1Y | +30.5% | -54.6% | +85.0% | +32.8% |
| All | +30.5% | -51.0% | +81.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling