+120.1%
MAR vs PLUG
-66.9%
+187.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | 0.0% |
| 7D | +1.6% | -23.4% | +25.1% | +2.5% |
| 30D | +13.8% | -23.4% | +37.3% | +14.7% |
| 3M | +20.3% | -51.7% | +72.0% | +23.1% |
| 6M | +21.3% | -72.0% | +93.3% | +26.4% |
| YTD | +37.2% | -43.7% | +80.9% | +38.3% |
| 1Y | +48.4% | -55.4% | +103.9% | +50.8% |
| 3Y | +120.1% | -68.0% | +188.1% | +117.2% |
| All | +120.1% | -66.9% | +187.0% | +117.2% |
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