-90.5%
MARA vs PLUG
+69.5%
-160.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.2% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +0.6% | +3.3% | -2.7% | -0.1% |
| 3M | -18.5% | -39.7% | +21.2% | -8.4% |
| 6M | +21.7% | -12.5% | +34.2% | +23.4% |
| YTD | +25.9% | +10.2% | +15.8% | +20.3% |
| 1Y | -25.1% | +50.7% | -75.8% | -35.4% |
| 3Y | -5.7% | -74.5% | +68.8% | 0.0% |
| 5Y | -73.9% | -91.8% | +17.8% | -63.6% |
| 10Y | -75.6% | +43.7% | -119.3% | -70.0% |
| All | -90.5% | +69.5% | -160.1% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling