-23.9%
MARA vs PLUG
-66.9%
+43.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -10.5% | +7.6% | 0.0% |
| 7D | +10.1% | -23.4% | +33.5% | +18.0% |
| 30D | -15.1% | -23.4% | +8.4% | -8.5% |
| 3M | -24.1% | -51.7% | +27.6% | -7.3% |
| 6M | -45.2% | -72.0% | +26.8% | -23.7% |
| YTD | -22.2% | -43.7% | +21.5% | -11.5% |
| 1Y | -45.3% | -55.4% | +10.1% | -34.4% |
| 3Y | -23.9% | -68.0% | +44.2% | -8.2% |
| All | -23.9% | -66.9% | +43.0% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling