+1,735.1%
PLTR vs MARA
+465.5%
+1,269.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.0% |
| 7D | -6.4% | +6.0% | -12.4% | -7.6% |
| 30D | +10.0% | +0.6% | +9.4% | +8.8% |
| 3M | +23.0% | -18.5% | +41.5% | +25.0% |
| 6M | +13.8% | +21.7% | -7.9% | +4.4% |
| YTD | -1.9% | +25.9% | -27.9% | -12.0% |
| 1Y | +11.6% | -25.1% | +36.8% | +10.8% |
| 3Y | +1,048.4% | -5.7% | +1,054.2% | +824.8% |
| 5Y | +554.4% | -73.9% | +628.3% | +445.6% |
| All | +1,735.1% | +465.5% | +1,269.6% | +793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling