-57.4%
MARA vs PLUG
-48.8%
-8.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.1% | +3.0% |
| 7D | +3.3% | +14.5% | -11.2% | -2.3% |
| 30D | -31.2% | -10.7% | -20.5% | -27.4% |
| 3M | -34.2% | -31.2% | -3.0% | -22.8% |
| 6M | -48.7% | -51.9% | +3.2% | -33.4% |
| YTD | -26.1% | -23.9% | -2.2% | -25.9% |
| All | -57.4% | -48.8% | -8.6% | -51.5% |
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