+78.9%
MET vs PLUG
-96.4%
+175.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.4% | -8.9% | -1.9% |
| 7D | -1.2% | +5.8% | -7.0% | -1.5% |
| 30D | +3.2% | -18.5% | +21.7% | +4.3% |
| 3M | -1.1% | -30.0% | +28.9% | +0.6% |
| 6M | +25.0% | -56.2% | +81.2% | +30.0% |
| YTD | +27.9% | -26.4% | +54.3% | +27.8% |
| 1Y | +32.9% | -42.2% | +75.1% | +34.5% |
| 3Y | +78.8% | -76.8% | +155.6% | +80.0% |
| All | +78.9% | -96.4% | +175.3% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling