-26.5%
PLUG vs MUB
+21.8%
-48.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -9.6% |
| 7D | -23.4% | -1.3% | -22.2% | -20.9% |
| 30D | -23.4% | +2.2% | -25.6% | -27.0% |
| 3M | -51.7% | -1.6% | -50.1% | -49.6% |
| 6M | -72.0% | -1.3% | -70.7% | -70.9% |
| YTD | -43.7% | -0.7% | -43.0% | -42.6% |
| 1Y | -55.4% | -0.2% | -55.2% | -55.0% |
| 3Y | -68.0% | +9.6% | -77.6% | -73.1% |
| 5Y | -97.4% | +2.6% | -100.0% | -97.6% |
| All | -26.5% | +21.8% | -48.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling