+158.0%
MAR vs PLUG
-96.4%
+254.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -0.7% |
| 7D | +4.3% | +5.8% | -1.5% | +3.8% |
| 30D | +16.8% | -18.5% | +35.4% | +18.3% |
| 3M | +16.0% | -30.0% | +46.0% | +18.6% |
| 6M | +16.5% | -56.2% | +72.6% | +22.4% |
| YTD | +35.0% | -26.4% | +61.4% | +35.0% |
| 1Y | +49.4% | -42.2% | +91.6% | +51.6% |
| 3Y | +124.1% | -76.8% | +200.9% | +126.7% |
| All | +158.0% | -96.4% | +254.4% | +228.1% |
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