-81.6%
MARA vs PLUG
-16.2%
-65.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.8% | +2.8% | -2.5% |
| 7D | +22.4% | -8.1% | +30.6% | +26.1% |
| 30D | -21.0% | -20.5% | -0.5% | -13.1% |
| 3M | -25.3% | -45.9% | +20.5% | -4.2% |
| 6M | -43.4% | -65.2% | +21.8% | -15.2% |
| YTD | -19.8% | -37.1% | +17.2% | -9.1% |
| 1Y | -50.0% | -54.6% | +4.5% | -35.8% |
| 3Y | -25.1% | -64.9% | +39.8% | -30.1% |
| 5Y | -90.5% | -97.1% | +6.6% | -73.6% |
| All | -81.6% | -16.2% | -65.4% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling