-97.3%
PLUG vs MGY
+35.2%
-132.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.6% | -12.1% | -11.2% |
| 7D | -23.4% | +4.5% | -28.0% | -25.3% |
| 30D | -23.4% | -0.4% | -23.0% | -24.0% |
| 3M | -51.7% | -4.3% | -47.4% | -51.6% |
| 6M | -72.0% | -12.9% | -59.1% | -71.0% |
| YTD | -43.7% | +15.2% | -58.8% | -50.5% |
| 1Y | -55.4% | +10.3% | -65.8% | -60.1% |
| 3Y | -68.0% | +23.6% | -91.6% | -73.5% |
| All | -97.3% | +35.2% | -132.6% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling