+83.6%
MET vs PLUG
-63.0%
+146.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.8% | +7.8% | -0.7% |
| 7D | +2.1% | -8.1% | +10.3% | +2.4% |
| 30D | +1.8% | -20.5% | +22.3% | +2.5% |
| 3M | +6.0% | -45.9% | +51.9% | +8.0% |
| 6M | +31.1% | -65.2% | +96.3% | +35.3% |
| YTD | +32.6% | -37.1% | +69.6% | +33.0% |
| 1Y | +30.5% | -54.6% | +85.0% | +32.3% |
| All | +83.6% | -63.0% | +146.6% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling