-74.9%
MARA vs PLUG
+56.9%
-131.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +3.0% |
| 7D | +15.6% | +8.1% | +7.5% | +12.2% |
| 30D | +17.2% | +3.7% | +13.6% | +15.8% |
| 3M | -14.2% | -29.2% | +15.0% | -1.9% |
| 6M | +47.7% | +6.1% | +41.6% | +38.5% |
| YTD | +31.7% | +14.7% | +17.0% | +17.5% |
| 1Y | -22.2% | +56.9% | -79.1% | -43.3% |
| 3Y | +8.4% | -71.6% | +80.0% | +6.7% |
| 5Y | -68.3% | -91.0% | +22.8% | -43.5% |
| 10Y | -74.9% | +55.9% | -130.7% | -73.3% |
| All | -74.9% | +56.9% | -131.8% | -73.3% |
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 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