+16.5%
MAR vs PLUG
-56.5%
+72.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | 0.0% |
| 7D | +4.3% | +5.8% | -1.5% | +4.5% |
| 30D | +16.8% | -18.5% | +35.4% | +16.0% |
| 3M | +16.0% | -30.0% | +46.0% | +14.7% |
| 6M | +16.5% | -56.2% | +72.6% | +14.8% |
| All | +16.5% | -56.5% | +72.9% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling