-93.1%
PLUG vs MNDY
-53.2%
-40.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.0% |
| 7D | +3.8% | -14.1% | +17.9% | +8.4% |
| 30D | +2.8% | -8.5% | +11.3% | +4.6% |
| 3M | -25.4% | -2.5% | -22.9% | -26.8% |
| 6M | -0.5% | +0.1% | -0.5% | -5.5% |
| YTD | +10.2% | -45.0% | +55.2% | +25.7% |
| 1Y | +53.9% | -58.1% | +112.0% | +91.0% |
| 3Y | -72.7% | -52.6% | -20.1% | -72.2% |
| 5Y | -91.4% | -79.3% | -12.1% | -91.3% |
| All | -93.1% | -53.2% | -40.0% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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