-99.1%
PLUG vs MTB
+783.5%
-882.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.0% |
| 7D | +5.8% | -1.3% | +7.2% | +6.6% |
| 30D | -18.5% | +0.5% | -19.1% | -18.8% |
| 3M | -30.0% | -12.4% | -17.6% | -24.4% |
| 6M | -56.2% | +1.5% | -57.7% | -57.2% |
| YTD | -26.4% | +10.3% | -36.7% | -31.7% |
| 1Y | -42.2% | +22.2% | -64.4% | -49.5% |
| 3Y | -76.8% | +96.9% | -173.8% | -85.1% |
| 5Y | -96.2% | +64.3% | -160.5% | -97.3% |
| 10Y | +2.1% | +137.8% | -135.7% | -47.2% |
| All | -99.1% | +783.5% | -882.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling