+69.4%
MTZ vs PLUG
-96.6%
+166.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.5% | +2.4% | -4.1% |
| 7D | -10.6% | -4.9% | -5.7% | -10.1% |
| 30D | -30.4% | -27.4% | -3.0% | -27.3% |
| 3M | -40.4% | -35.7% | -4.7% | -36.7% |
| 6M | -63.7% | -59.3% | -4.3% | -59.1% |
| YTD | -26.9% | -31.5% | +4.6% | -24.8% |
| 1Y | -20.2% | -48.9% | +28.7% | -15.0% |
| 3Y | +208.1% | -79.6% | +287.7% | +227.2% |
| 5Y | +69.4% | -96.5% | +165.9% | +155.7% |
| All | +69.4% | -96.6% | +166.0% | +155.7% |
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