-68.0%
PLUG vs MGY
+23.9%
-91.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.6% | -12.1% | -11.1% |
| 7D | -23.4% | +4.5% | -28.0% | -25.1% |
| 30D | -23.4% | -0.4% | -23.0% | -23.9% |
| 3M | -51.7% | -4.3% | -47.4% | -51.5% |
| 6M | -72.0% | -12.9% | -59.1% | -70.8% |
| YTD | -43.7% | +15.2% | -58.8% | -51.7% |
| 1Y | -55.4% | +10.3% | -65.8% | -60.9% |
| 3Y | -68.0% | +23.6% | -91.6% | -76.0% |
| All | -68.0% | +23.9% | -91.9% | -76.0% |
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