+20.0%
PLUG vs MTB
+136.2%
-116.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.2% | +2.1% |
| 7D | +14.5% | -0.8% | +15.3% | +15.0% |
| 30D | -10.7% | +2.4% | -13.1% | -11.9% |
| 3M | -31.2% | -10.5% | -20.7% | -26.8% |
| 6M | -51.9% | +6.4% | -58.3% | -54.3% |
| YTD | -23.9% | +12.8% | -36.7% | -30.2% |
| 1Y | -43.4% | +23.3% | -66.7% | -50.7% |
| 3Y | -74.7% | +108.2% | -183.0% | -84.3% |
| 5Y | -96.3% | +68.6% | -164.9% | -97.4% |
| 10Y | +20.0% | +125.3% | -105.3% | -38.6% |
| All | +20.0% | +136.2% | -116.2% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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