-96.8%
PLUG vs MTCH
-73.0%
-23.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.7% |
| 7D | -2.8% | +3.7% | -6.6% | -5.1% |
| 30D | -18.5% | -2.8% | -15.7% | -18.0% |
| 3M | -35.1% | +9.3% | -44.4% | -40.1% |
| 6M | -56.1% | +9.2% | -65.3% | -60.3% |
| YTD | -30.5% | +26.5% | -57.0% | -44.1% |
| 1Y | -46.5% | +22.6% | -69.1% | -56.1% |
| 3Y | -61.2% | +40.8% | -101.9% | -72.7% |
| All | -96.8% | -73.0% | -23.9% | -91.0% |
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