+548.8%
PLTR vs MARA
-68.8%
+617.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | 0.0% | +13.8% | -13.8% | -3.2% |
| 30D | -3.3% | +24.7% | -27.9% | -9.4% |
| 3M | +28.4% | -10.4% | +38.8% | +27.9% |
| 6M | +8.4% | +37.6% | -29.3% | -4.9% |
| YTD | -4.6% | +32.7% | -37.4% | -17.4% |
| 1Y | +4.4% | -25.2% | +29.6% | +3.3% |
| 3Y | +1,020.5% | +9.3% | +1,011.2% | +705.8% |
| 5Y | +548.8% | -69.3% | +618.1% | +382.2% |
| All | +548.8% | -68.8% | +617.6% | +382.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling