-99.1%
PLUG vs MTB
+795.1%
-894.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.0% | -8.0% | -8.4% |
| 7D | -3.2% | -0.7% | -2.5% | -2.7% |
| 30D | -18.7% | +1.4% | -20.2% | -19.4% |
| 3M | -35.3% | -11.6% | -23.7% | -30.5% |
| 6M | -56.2% | +5.4% | -61.6% | -58.2% |
| YTD | -30.7% | +11.7% | -42.5% | -36.1% |
| 1Y | -46.7% | +20.5% | -67.2% | -53.0% |
| 3Y | -61.3% | +104.5% | -165.9% | -75.6% |
| 5Y | -96.6% | +65.1% | -161.7% | -97.6% |
| 10Y | +1.1% | +119.5% | -118.4% | -44.9% |
| All | -99.1% | +795.1% | -894.2% | -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