-42.2%
PLUG vs MULL
+248.8%
-291.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.1% | -1.7% | +6.0% |
| 7D | +5.8% | -42.7% | +48.5% | +13.8% |
| 30D | -18.5% | -63.8% | +45.2% | -6.8% |
| 3M | -30.0% | -49.0% | +19.1% | -24.4% |
| 6M | -56.2% | -38.2% | -18.0% | -56.3% |
| YTD | -26.4% | +167.0% | -193.4% | -37.9% |
| 1Y | -42.2% | +247.7% | -290.0% | -52.1% |
| All | -42.2% | +248.8% | -291.1% | -52.1% |
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