+183.5%
MAR vs PLUG
-97.5%
+281.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.5% | +10.1% | +0.4% |
| 7D | +1.6% | -23.4% | +25.1% | +3.4% |
| 30D | +13.8% | -23.4% | +37.3% | +15.7% |
| 3M | +20.3% | -51.7% | +72.0% | +26.1% |
| 6M | +21.3% | -72.0% | +93.3% | +31.7% |
| YTD | +37.2% | -43.7% | +80.9% | +39.6% |
| 1Y | +48.4% | -55.4% | +103.9% | +53.4% |
| 3Y | +120.1% | -68.0% | +188.1% | +111.8% |
| All | +183.5% | -97.5% | +281.0% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling