-10.0%
MTZ vs PLUG
-53.4%
+43.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -2.5% |
| 7D | -8.7% | -3.2% | -5.5% | -8.1% |
| 30D | -15.0% | -18.7% | +3.8% | -11.7% |
| 3M | -32.6% | -35.3% | +2.7% | -27.1% |
| 6M | -56.3% | -56.2% | -0.1% | -50.8% |
| YTD | -16.8% | -30.7% | +13.9% | -12.5% |
| 1Y | -10.0% | -46.7% | +36.6% | -2.8% |
| All | -10.0% | -53.4% | +43.4% | -2.8% |
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