+1,000.7%
MUU vs PLUG
-28.2%
+1,028.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.4% | +1.8% | +6.3% |
| 7D | -42.8% | +5.8% | -48.6% | -43.2% |
| 30D | -63.6% | -18.5% | -45.1% | -60.0% |
| 3M | -48.5% | -30.0% | -18.6% | -40.2% |
| 6M | -36.9% | -56.2% | +19.3% | -12.1% |
| YTD | +176.7% | -26.4% | +203.1% | +231.9% |
| 1Y | +266.3% | -42.2% | +308.5% | +362.1% |
| All | +1,000.7% | -28.2% | +1,028.9% | +1,195.7% |
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