-91.9%
PLUG vs MTB
+101.8%
-193.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -0.9% | +1.7% | -2.6% | -2.0% |
| 30D | +3.3% | -4.2% | +7.5% | +6.1% |
| 3M | -39.7% | +8.9% | -48.6% | -43.8% |
| 6M | -12.5% | +10.9% | -23.4% | -19.7% |
| YTD | +10.2% | +21.5% | -11.3% | -5.5% |
| 1Y | +50.7% | +21.9% | +28.8% | +28.9% |
| 3Y | -74.5% | +109.2% | -183.7% | -86.2% |
| All | -91.9% | +101.8% | -193.7% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling