+855.4%
MU vs PLTR
+744.5%
+110.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +4.2% |
| 7D | -22.0% | -12.9% | -9.1% | -19.0% |
| 30D | -36.6% | -17.4% | -19.2% | -33.3% |
| 3M | -21.7% | +2.9% | -24.6% | -22.2% |
| 6M | +3.5% | +19.9% | -16.3% | -2.3% |
| YTD | +141.9% | -9.8% | +151.7% | +142.9% |
| 1Y | +189.8% | -8.4% | +198.2% | +190.5% |
| 3Y | +855.4% | +765.0% | +90.3% | +508.4% |
| All | +855.4% | +744.5% | +110.8% | +508.4% |
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