+1,209.8%
MET vs PLUG
-99.7%
+1,309.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -1.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +1.4% | +3.3% | -1.9% | +0.9% |
| 3M | +17.7% | -39.7% | +57.4% | +22.9% |
| 6M | +35.0% | -12.5% | +47.5% | +34.6% |
| YTD | +26.3% | +10.2% | +16.1% | +22.0% |
| 1Y | +22.8% | +50.7% | -27.9% | +12.7% |
| 3Y | +65.9% | -74.5% | +140.4% | +62.8% |
| 5Y | +85.4% | -91.8% | +177.1% | +93.4% |
| 10Y | +253.7% | +43.7% | +210.0% | +130.8% |
| All | +1,209.8% | -99.7% | +1,309.5% | +682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling