+973.7%
PLTR vs MARA
+13.0%
+960.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | 0.0% | +13.8% | -13.8% | -2.7% |
| 30D | -3.3% | +24.7% | -27.9% | -8.6% |
| 3M | +28.4% | -10.4% | +38.8% | +28.2% |
| 6M | +8.4% | +37.6% | -29.3% | -3.6% |
| YTD | -4.6% | +32.7% | -37.4% | -16.1% |
| 1Y | +4.4% | -25.2% | +29.6% | +3.8% |
| All | +973.7% | +13.0% | +960.7% | +661.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling