+906.2%
MU vs PLUG
-75.5%
+981.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.4% | +2.8% | +5.7% |
| 7D | -12.0% | +14.5% | -26.6% | -13.7% |
| 30D | -28.7% | -10.7% | -18.0% | -27.4% |
| 3M | -16.4% | -31.2% | +14.7% | -11.6% |
| 6M | -1.8% | -51.9% | +50.1% | +9.2% |
| YTD | +157.1% | -23.9% | +180.9% | +168.7% |
| 1Y | +208.5% | -43.4% | +251.9% | +231.7% |
| 3Y | +906.2% | -74.7% | +980.9% | +913.0% |
| All | +906.2% | -75.5% | +981.7% | +913.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling