-68.0%
PLUG vs MTB
+106.3%
-174.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.6% | -11.1% | -10.8% |
| 7D | -23.4% | +1.5% | -25.0% | -24.1% |
| 30D | -23.4% | +2.3% | -25.8% | -24.4% |
| 3M | -51.7% | -12.1% | -39.6% | -48.1% |
| 6M | -72.0% | +9.8% | -81.8% | -74.0% |
| YTD | -43.7% | +12.0% | -55.7% | -48.9% |
| 1Y | -55.4% | +22.0% | -77.5% | -61.9% |
| 3Y | -68.0% | +107.6% | -175.6% | -91.3% |
| All | -68.0% | +106.3% | -174.3% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling