-99.1%
PLUG vs MTCH
+682.8%
-782.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -5.0% | -2.4% |
| 7D | -6.8% | +3.5% | -10.4% | -8.2% |
| 30D | -16.0% | +0.3% | -16.3% | -16.7% |
| 3M | -38.7% | +13.7% | -52.4% | -42.5% |
| 6M | -61.4% | +17.6% | -79.0% | -64.5% |
| YTD | -31.0% | +31.8% | -62.8% | -40.1% |
| 1Y | -46.2% | +29.2% | -75.5% | -52.9% |
| 3Y | -61.5% | +46.7% | -108.2% | -68.2% |
| 5Y | -96.9% | -70.9% | -26.0% | -95.3% |
| 10Y | -7.5% | +155.1% | -162.5% | -41.5% |
| All | -99.1% | +682.8% | -782.0% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling