+4,407.5%
MU vs PLUG
-25.0%
+4,432.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.5% | +8.0% | -0.8% |
| 7D | +12.8% | -23.4% | +36.2% | +17.5% |
| 30D | -14.9% | -23.4% | +8.6% | -11.1% |
| 3M | -18.0% | -51.7% | +33.7% | -8.1% |
| 6M | -3.1% | -72.0% | +68.8% | +18.1% |
| YTD | +172.9% | -43.7% | +216.6% | +195.7% |
| 1Y | +228.8% | -55.4% | +284.3% | +266.6% |
| 3Y | +950.8% | -68.0% | +1,018.9% | +962.1% |
| 5Y | +931.3% | -97.4% | +1,028.7% | +1,311.7% |
| All | +4,407.5% | -25.0% | +4,432.5% | +3,854.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling