+808.8%
MU vs PLUG
-79.9%
+888.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.5% | -9.9% | -16.3% |
| 7D | -29.7% | -4.9% | -24.8% | -29.1% |
| 30D | -37.2% | -27.4% | -9.8% | -34.0% |
| 3M | -26.5% | -35.7% | +9.2% | -21.4% |
| 6M | +2.6% | -59.3% | +61.9% | +16.8% |
| YTD | +130.1% | -31.5% | +161.6% | +144.5% |
| 1Y | +176.7% | -48.9% | +225.6% | +202.1% |
| All | +808.8% | -79.9% | +888.7% | +829.0% |
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