-26.5%
PLUG vs MOH
+339.2%
-365.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.4% |
| 7D | -23.4% | +0.2% | -23.7% | -23.6% |
| 30D | -23.4% | +0.1% | -23.6% | -23.7% |
| 3M | -51.7% | +1.8% | -53.6% | -52.3% |
| 6M | -72.0% | +9.1% | -81.1% | -73.2% |
| YTD | -43.7% | +20.7% | -64.4% | -49.3% |
| 1Y | -55.4% | +51.3% | -106.7% | -62.8% |
| 3Y | -68.0% | -42.0% | -26.0% | -65.8% |
| 5Y | -97.4% | -33.1% | -64.3% | -97.4% |
| All | -26.5% | +339.2% | -365.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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