+1.1%
PLUG vs MUB
+21.7%
-20.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.0% |
| 7D | -3.2% | +0.6% | -3.8% | -4.5% |
| 30D | -18.7% | +3.4% | -22.2% | -24.8% |
| 3M | -35.3% | -0.7% | -34.6% | -34.1% |
| 6M | -56.2% | -1.0% | -55.3% | -55.1% |
| YTD | -30.7% | 0.0% | -30.7% | -30.6% |
| 1Y | -46.7% | +0.4% | -47.1% | -47.0% |
| 3Y | -61.3% | +10.5% | -71.8% | -68.1% |
| 5Y | -96.6% | +3.1% | -99.7% | -96.9% |
| 10Y | +1.1% | +22.0% | -20.9% | -4.4% |
| All | +1.1% | +21.7% | -20.6% | -4.4% |
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