+236.9%
MU vs PLUG
-46.9%
+283.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +12.1% |
| 7D | +2.0% | -6.8% | +8.9% | +4.8% |
| 30D | -18.0% | -16.0% | -1.9% | -12.9% |
| 3M | -6.6% | -38.7% | +32.2% | +9.0% |
| 6M | +2.0% | -61.4% | +63.4% | +31.6% |
| YTD | +184.5% | -31.0% | +215.4% | +244.9% |
| 1Y | +236.9% | -46.2% | +283.1% | +312.7% |
| All | +236.9% | -46.9% | +283.7% | +312.7% |
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