+55.9%
PLUG vs MTB
+173.2%
-117.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.5% |
| 7D | +8.1% | +2.8% | +5.4% | +6.4% |
| 30D | +3.7% | -4.2% | +7.9% | +6.1% |
| 3M | -29.2% | +7.8% | -36.9% | -32.8% |
| 6M | +6.1% | +14.8% | -8.7% | -3.4% |
| YTD | +14.7% | +20.8% | -6.1% | +1.3% |
| 1Y | +56.9% | +23.1% | +33.8% | +37.1% |
| 3Y | -71.6% | +114.8% | -186.4% | -82.5% |
| 5Y | -91.0% | +103.3% | -194.3% | -94.3% |
| 10Y | +55.9% | +173.0% | -117.1% | -6.9% |
| All | +55.9% | +173.2% | -117.3% | -6.9% |
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