+986.4%
MTZ vs PLUG
-98.6%
+1,085.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -11.1% | +3.3% | -14.4% | -11.4% |
| 3M | -36.7% | -39.7% | +3.0% | -33.2% |
| 6M | -21.9% | -12.5% | -9.4% | -21.5% |
| YTD | +9.1% | +10.2% | -1.0% | +6.1% |
| 1Y | +30.0% | +50.7% | -20.7% | +19.7% |
| 3Y | +138.5% | -74.5% | +213.0% | +139.2% |
| 5Y | +158.3% | -91.8% | +250.1% | +178.8% |
| 10Y | +700.8% | +43.7% | +657.1% | +464.6% |
| All | +986.4% | -98.6% | +1,085.0% | +668.8% |
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 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