+1,660.3%
PLTR vs MARA
+499.0%
+1,161.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -0.2% |
| 7D | -4.1% | +5.9% | -10.0% | -5.3% |
| 30D | -2.2% | +24.3% | -26.5% | -7.5% |
| 3M | +27.6% | -12.0% | +39.6% | +27.8% |
| 6M | +10.3% | +40.1% | -29.8% | -1.6% |
| YTD | -5.9% | +33.4% | -39.3% | -16.7% |
| 1Y | +1.7% | -23.7% | +25.5% | +0.5% |
| 3Y | +959.1% | +19.0% | +940.1% | +713.4% |
| 5Y | +536.3% | -66.5% | +602.8% | +410.5% |
| All | +1,660.3% | +499.0% | +1,161.3% | +745.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling