-35.1%
PLUG vs MULL
+1,303.2%
-1,338.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.3% | -5.5% | -8.2% |
| 7D | -8.1% | +43.3% | -51.4% | -14.7% |
| 30D | -20.5% | -37.4% | +16.9% | -15.4% |
| 3M | -45.9% | -36.8% | -9.0% | -43.2% |
| 6M | -65.2% | -36.9% | -28.3% | -67.1% |
| YTD | -37.1% | +250.7% | -287.7% | -61.6% |
| 1Y | -54.6% | +337.6% | -392.2% | -74.5% |
| All | -35.1% | +1,303.2% | -1,338.3% | -77.2% |
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