-95.0%
PLUG vs MUB
+77.6%
-172.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.2% | -8.2% |
| 7D | -2.8% | +0.6% | -3.5% | -3.4% |
| 30D | -18.5% | +3.4% | -21.9% | -21.2% |
| 3M | -35.1% | -0.7% | -34.4% | -34.5% |
| 6M | -56.1% | -1.0% | -55.1% | -55.6% |
| YTD | -30.5% | 0.0% | -30.4% | -30.4% |
| 1Y | -46.5% | +0.4% | -46.9% | -46.6% |
| 3Y | -61.2% | +10.5% | -71.7% | -64.0% |
| 5Y | -96.6% | +3.1% | -99.7% | -96.7% |
| 10Y | +1.5% | +22.0% | -20.6% | -4.7% |
| All | -95.0% | +77.6% | -172.6% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling