+72.2%
MAR vs PLUG
-74.3%
+146.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | 0.0% |
| 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% | -11.0% |
| 6M | +0.6% | -12.5% | +13.1% | +0.4% |
| YTD | +9.1% | +10.2% | -1.0% | +7.7% |
| 1Y | +26.2% | +50.7% | -24.5% | +22.3% |
| All | +72.2% | -74.3% | +146.4% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling