-72.8%
PLUG vs MGY
+25.3%
-98.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.6% |
| 7D | +3.8% | +1.5% | +2.3% | +3.0% |
| 30D | +2.8% | +6.8% | -4.0% | -0.7% |
| 3M | -25.4% | +2.6% | -28.0% | -27.3% |
| 6M | -0.5% | -3.1% | +2.7% | -1.5% |
| YTD | +10.2% | +29.4% | -19.3% | -9.5% |
| 1Y | +53.9% | +22.3% | +31.6% | +30.9% |
| All | -72.8% | +25.3% | -98.2% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling