-71.3%
MARA vs PLUG
-91.8%
+20.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.7% |
| 7D | +6.0% | -0.9% | +6.9% | +6.4% |
| 30D | +0.6% | +3.3% | -2.7% | -0.7% |
| 3M | -18.5% | -39.7% | +21.2% | 0.0% |
| 6M | +21.7% | -12.5% | +34.2% | +23.0% |
| YTD | +25.9% | +10.2% | +15.8% | +13.1% |
| 1Y | -25.1% | +50.7% | -75.8% | -46.1% |
| 3Y | -5.7% | -74.5% | +68.8% | +7.2% |
| All | -71.3% | -91.8% | +20.5% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling