-82.1%
MARA vs PLUG
+25.0%
-107.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.1% | +3.2% |
| 7D | +3.3% | +14.5% | -11.2% | -1.7% |
| 30D | -31.2% | -10.7% | -20.5% | -27.4% |
| 3M | -34.2% | -31.2% | -3.0% | -22.9% |
| 6M | -48.7% | -51.9% | +3.2% | -32.2% |
| YTD | -26.1% | -23.9% | -2.2% | -21.8% |
| 1Y | -58.2% | -43.4% | -14.8% | -50.6% |
| 3Y | -28.1% | -74.7% | +46.6% | -26.0% |
| 5Y | -91.3% | -96.3% | +5.0% | -77.8% |
| 10Y | -82.1% | +20.0% | -102.1% | -78.0% |
| All | -82.1% | +25.0% | -107.1% | -78.0% |
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