+3,971.9%
MU vs PLUG
+6.6%
+3,965.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.4% | -2.3% | +3.9% |
| 7D | -22.0% | +5.8% | -27.9% | -22.6% |
| 30D | -36.6% | -18.5% | -18.0% | -34.3% |
| 3M | -21.7% | -30.0% | +8.2% | -17.2% |
| 6M | +3.5% | -56.2% | +59.7% | +18.0% |
| YTD | +141.9% | -26.4% | +168.3% | +151.6% |
| 1Y | +189.8% | -42.2% | +232.1% | +210.1% |
| 3Y | +855.4% | -76.8% | +932.2% | +894.7% |
| 5Y | +869.2% | -96.2% | +965.4% | +1,152.6% |
| All | +3,971.9% | +6.6% | +3,965.3% | +3,282.6% |
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