-60.5%
PLUG vs MTCH
+41.1%
-101.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.5% |
| 7D | -2.8% | +3.7% | -6.6% | -4.6% |
| 30D | -18.5% | -2.8% | -15.7% | -18.1% |
| 3M | -35.1% | +9.3% | -44.4% | -39.3% |
| 6M | -56.1% | +9.2% | -65.3% | -59.6% |
| YTD | -30.5% | +26.5% | -57.0% | -42.4% |
| 1Y | -46.5% | +22.6% | -69.1% | -54.8% |
| All | -60.5% | +41.1% | -101.6% | -80.3% |
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