-94.7%
MARA vs PLUG
+13.3%
-108.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.4% | +0.6% | +6.3% |
| 7D | -6.2% | +5.8% | -12.0% | -7.1% |
| 30D | -38.7% | -18.5% | -20.2% | -35.3% |
| 3M | -40.4% | -30.0% | -10.4% | -34.9% |
| 6M | -51.3% | -56.2% | +4.9% | -41.2% |
| YTD | -29.3% | -26.4% | -2.9% | -25.5% |
| 1Y | -60.2% | -42.2% | -18.0% | -55.8% |
| 3Y | -31.3% | -76.8% | +45.6% | -24.5% |
| 5Y | -90.1% | -96.2% | +6.2% | -83.8% |
| 10Y | -81.2% | +2.1% | -83.3% | -74.4% |
| All | -94.7% | +13.3% | -108.0% | -90.9% |
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