-91.0%
PLUG vs MTCH
-73.0%
-18.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +5.2% |
| 7D | +8.1% | -1.8% | +9.9% | +9.3% |
| 30D | +3.7% | +10.4% | -6.8% | -3.4% |
| 3M | -29.2% | +21.0% | -50.2% | -38.9% |
| 6M | +6.1% | +36.6% | -30.5% | -16.3% |
| YTD | +14.7% | +29.7% | -15.0% | -7.3% |
| 1Y | +56.9% | +8.6% | +48.3% | +42.0% |
| 3Y | -71.6% | -2.7% | -68.9% | -73.6% |
| 5Y | -91.0% | -72.9% | -18.1% | -82.1% |
| All | -91.0% | -73.0% | -18.1% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling