+1,138.0%
MUU vs PLUG
-25.7%
+1,163.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +3.4% | +9.0% | +11.1% |
| 7D | -27.2% | +14.5% | -41.7% | -29.9% |
| 30D | -54.0% | -10.7% | -43.3% | -51.1% |
| 3M | -41.4% | -31.2% | -10.2% | -31.5% |
| 6M | -42.5% | -51.9% | +9.5% | -22.0% |
| YTD | +211.2% | -23.9% | +235.1% | +268.9% |
| 1Y | +313.4% | -43.4% | +356.8% | +423.1% |
| All | +1,138.0% | -25.7% | +1,163.8% | +1,340.1% |
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