+667.7%
MTZ vs PLUG
-99.1%
+766.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.5% | -18.9% | -15.8% |
| 7D | -7.4% | +2.8% | -10.2% | -7.8% |
| 30D | -23.6% | -22.8% | -0.9% | -21.6% |
| 3M | -38.3% | -32.4% | -5.9% | -35.8% |
| 6M | -60.6% | -53.4% | -7.2% | -57.4% |
| YTD | -22.9% | -25.9% | +3.0% | -21.9% |
| 1Y | -14.3% | -42.1% | +27.8% | -11.2% |
| 3Y | +225.0% | -77.9% | +302.9% | +231.0% |
| 5Y | +87.2% | -96.4% | +183.6% | +120.6% |
| 10Y | +470.1% | +2.8% | +467.3% | +317.2% |
| All | +667.7% | -99.1% | +766.8% | +466.1% |
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