+515.5%
MAR vs PLUG
+25.0%
+490.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.3% | -0.1% |
| 7D | +0.2% | +14.5% | -14.3% | -1.0% |
| 30D | +14.0% | -10.7% | +24.7% | +14.9% |
| 3M | +18.1% | -31.2% | +49.3% | +21.4% |
| 6M | +18.6% | -51.9% | +70.5% | +24.7% |
| YTD | +35.3% | -23.9% | +59.1% | +35.0% |
| 1Y | +44.5% | -43.4% | +87.9% | +47.4% |
| 3Y | +120.7% | -74.7% | +195.4% | +117.5% |
| 5Y | +164.1% | -96.3% | +260.4% | +205.8% |
| 10Y | +515.5% | +20.0% | +495.5% | +400.9% |
| All | +515.5% | +25.0% | +490.5% | +400.9% |
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 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