+441.9%
MAR vs PLUG
+48.6%
+393.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.2% |
| 7D | -0.5% | +3.8% | -4.3% | -0.8% |
| 30D | -4.7% | +2.8% | -7.5% | -5.0% |
| 3M | -15.6% | -25.4% | +9.8% | -13.8% |
| 6M | +1.2% | -0.5% | +1.7% | -0.1% |
| YTD | +7.5% | +10.2% | -2.7% | +4.3% |
| 1Y | +26.6% | +53.9% | -27.3% | +16.7% |
| 3Y | +66.0% | -72.7% | +138.7% | +63.8% |
| 5Y | +154.1% | -91.4% | +245.5% | +171.2% |
| 10Y | +441.9% | +58.4% | +383.5% | +324.3% |
| All | +441.9% | +48.6% | +393.2% | +324.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling