-98.6%
PLUG vs MTCH
+683.2%
-781.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.2% | +3.4% |
| 7D | -0.9% | +0.7% | -1.6% | -1.3% |
| 30D | +3.3% | +9.7% | -6.4% | -0.8% |
| 3M | -39.7% | +21.1% | -60.8% | -44.9% |
| 6M | -12.5% | +37.5% | -50.0% | -24.2% |
| YTD | +10.2% | +31.9% | -21.8% | -3.5% |
| 1Y | +50.7% | +14.6% | +36.1% | +39.1% |
| 3Y | -74.5% | -6.2% | -68.3% | -74.9% |
| 5Y | -91.8% | -70.6% | -21.2% | -87.6% |
| 10Y | +43.7% | +185.6% | -141.9% | -12.8% |
| All | -98.6% | +683.2% | -781.9% | -99.5% |
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