-71.6%
PLUG vs MTCH
-3.6%
-68.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +5.0% |
| 7D | +8.1% | -1.8% | +9.9% | +9.1% |
| 30D | +3.7% | +10.4% | -6.8% | -2.0% |
| 3M | -29.2% | +21.0% | -50.2% | -37.3% |
| 6M | +6.1% | +36.6% | -30.5% | -13.1% |
| YTD | +14.7% | +29.7% | -15.0% | -3.9% |
| 1Y | +56.9% | +8.6% | +48.3% | +45.2% |
| 3Y | -71.6% | -2.7% | -68.9% | -68.9% |
| All | -71.6% | -3.6% | -68.0% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling