+189.8%
MU vs PLUG
-45.5%
+235.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.4% | -2.3% | +2.6% |
| 7D | -22.0% | +5.8% | -27.9% | -23.2% |
| 30D | -36.6% | -18.5% | -18.0% | -32.1% |
| 3M | -21.7% | -30.0% | +8.2% | -12.6% |
| 6M | +3.5% | -56.2% | +59.7% | +28.9% |
| YTD | +141.9% | -26.4% | +168.3% | +187.7% |
| 1Y | +189.8% | -42.2% | +232.1% | +245.7% |
| All | +189.8% | -45.5% | +235.3% | +245.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling