+2,683.6%
MUU vs PLUG
+7.4%
+2,676.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.0% | +9.5% | +6.9% |
| 7D | +15.0% | +3.8% | +11.2% | +13.4% |
| 30D | +36.8% | +2.8% | +34.0% | +35.5% |
| 3M | -8.5% | -25.4% | +16.9% | +2.7% |
| 6M | +320.7% | -0.5% | +321.2% | +345.8% |
| YTD | +599.7% | +10.2% | +589.5% | +610.6% |
| 1Y | +2,569.2% | +53.9% | +2,515.3% | +2,304.8% |
| All | +2,683.6% | +7.4% | +2,676.1% | +2,674.1% |
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