+1,362.4%
MU vs PLTR
+1,056.0%
+306.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.5% | +10.6% | +7.1% |
| 7D | +9.0% | -6.4% | +15.4% | +10.3% |
| 30D | +13.8% | +10.0% | +3.8% | +10.8% |
| 3M | +2.1% | +23.0% | -20.9% | -4.0% |
| 6M | +153.8% | +13.8% | +140.0% | +140.5% |
| YTD | +256.4% | -1.9% | +258.3% | +248.9% |
| 1Y | +719.8% | +11.6% | +708.1% | +677.3% |
| All | +1,362.4% | +1,056.0% | +306.4% | +803.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTR.
Daily Out/Under-Performance
Portfolio return minus PLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTR 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 PLTR 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