+2.4%
PLUG vs MGY
+209.8%
-207.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.6% |
| 7D | 0.0% | +1.8% | -1.8% | -0.7% |
| 30D | -5.0% | +6.5% | -11.5% | -7.5% |
| 3M | -26.2% | +0.3% | -26.5% | -27.2% |
| 6M | -0.5% | -2.4% | +1.9% | -1.5% |
| YTD | +7.1% | +29.0% | -21.9% | -5.8% |
| 1Y | +46.5% | +17.0% | +29.5% | +34.2% |
| 3Y | -73.5% | +26.2% | -99.6% | -76.7% |
| 5Y | -91.3% | +92.3% | -183.6% | -93.6% |
| All | +2.4% | +209.8% | -207.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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