+48.6%
PLUG vs MTCH
+203.9%
-155.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.6% |
| 30D | -5.0% | +13.6% | -18.6% | -10.7% |
| 3M | -26.2% | +22.4% | -48.6% | -33.6% |
| 6M | -0.5% | +37.2% | -37.7% | -15.4% |
| YTD | +7.1% | +31.8% | -24.7% | -7.8% |
| 1Y | +46.5% | +12.9% | +33.6% | +34.7% |
| 3Y | -73.5% | -1.1% | -72.4% | -74.8% |
| 5Y | -91.3% | -73.5% | -17.8% | -86.9% |
| All | +48.6% | +203.9% | -155.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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