-91.1%
PLUG vs MGY
+92.2%
-183.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +3.0% |
| 7D | +8.1% | -0.9% | +9.0% | +8.6% |
| 30D | +3.7% | +10.1% | -6.5% | -1.5% |
| 3M | -29.2% | -1.5% | -27.7% | -29.5% |
| 6M | +6.1% | -4.9% | +11.0% | +6.0% |
| YTD | +14.7% | +27.7% | -13.0% | -2.5% |
| 1Y | +56.9% | +20.1% | +36.9% | +37.8% |
| 3Y | -71.6% | +24.9% | -96.5% | -76.2% |
| All | -91.1% | +92.2% | -183.2% | -93.8% |
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