+56.9%
PLUG vs MULL
+2,469.6%
-2,412.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.2% | +4.7% |
| 7D | +8.1% | +14.0% | -5.9% | +5.6% |
| 30D | +3.7% | +24.8% | -21.1% | -0.8% |
| 3M | -29.2% | -16.1% | -13.1% | -32.0% |
| 6M | +6.1% | +330.9% | -324.8% | -26.9% |
| YTD | +14.7% | +545.0% | -530.3% | -31.5% |
| 1Y | +56.9% | +2,427.1% | -2,370.2% | -50.8% |
| All | +56.9% | +2,469.6% | -2,412.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling