+1,348.1%
MUU vs PLUG
-38.6%
+1,386.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.8% | +5.5% | +0.1% |
| 7D | +43.7% | -8.1% | +51.8% | +48.4% |
| 30D | -37.2% | -20.5% | -16.7% | -30.3% |
| 3M | -36.1% | -45.9% | +9.8% | -18.4% |
| 6M | -35.7% | -65.2% | +29.4% | -3.2% |
| YTD | +264.0% | -37.1% | +301.1% | +363.2% |
| 1Y | +359.1% | -54.6% | +413.7% | +529.2% |
| All | +1,348.1% | -38.6% | +1,386.7% | +1,708.2% |
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