-24.1%
PLUG vs MULL
+968.6%
-992.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.1% | -1.7% | +5.7% |
| 7D | +5.8% | -42.7% | +48.5% | +15.9% |
| 30D | -18.5% | -63.8% | +45.2% | -3.4% |
| 3M | -30.0% | -49.0% | +19.1% | -23.1% |
| 6M | -56.2% | -38.2% | -18.0% | -58.6% |
| YTD | -26.4% | +167.0% | -193.4% | -52.4% |
| 1Y | -42.2% | +247.7% | -290.0% | -66.1% |
| All | -24.1% | +968.6% | -992.6% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling