+15.1%
PLUG vs MUB
+20.8%
-5.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.2% |
| 7D | +5.8% | +0.7% | +5.1% | +4.2% |
| 30D | -18.5% | +4.4% | -22.9% | -26.2% |
| 3M | -30.0% | -0.2% | -29.8% | -29.6% |
| 6M | -56.2% | -0.6% | -55.6% | -55.4% |
| YTD | -26.4% | +0.3% | -26.7% | -26.9% |
| 1Y | -42.2% | +0.8% | -43.0% | -43.1% |
| 3Y | -76.8% | +12.0% | -88.8% | -81.5% |
| 5Y | -96.2% | +3.4% | -99.7% | -96.6% |
| All | +15.1% | +20.8% | -5.7% | +9.2% |
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