Reproduced in the Available and Updated tabs of plugin manager. This link works in the Installed tab after install, but it is currently escaped and broken when it comes from the update center (http://updates.jenkins-ci.org/update-center.json).
Fixed by https://github.com/jenkinsci/monitoring-plugin/commit/d6187c616b4d1eefcbacde9b580e4c0bfff1d0c3