+26.2%
MAR vs PLUG
+45.6%
-19.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.1% |
| 7D | -4.2% | -0.9% | -3.2% | -4.1% |
| 30D | -6.7% | +3.3% | -10.0% | -6.8% |
| 3M | -12.5% | -39.7% | +27.2% | -11.3% |
| 6M | +0.6% | -12.5% | +13.1% | +0.2% |
| YTD | +9.1% | +10.2% | -1.0% | +8.0% |
| 1Y | +26.2% | +50.7% | -24.5% | +29.9% |
| All | +26.2% | +45.6% | -19.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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