-58.7%
MARA vs PLUG
-44.1%
-14.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -5.6% |
| 7D | -6.5% | +2.8% | -9.3% | -7.6% |
| 30D | -38.5% | -22.8% | -15.7% | -31.2% |
| 3M | -41.5% | -32.4% | -9.1% | -31.1% |
| 6M | -41.9% | -53.4% | +11.4% | -23.8% |
| YTD | -23.5% | -25.9% | +2.4% | -22.8% |
| 1Y | -58.7% | -42.1% | -16.6% | -53.1% |
| All | -58.7% | -44.1% | -14.6% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling