+995.4%
MU vs PLTR
+780.0%
+215.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.8% | +11.3% |
| 7D | +2.0% | +0.4% | +1.6% | +2.4% |
| 30D | -18.0% | -17.5% | -0.4% | -13.7% |
| 3M | -6.6% | -1.5% | -5.1% | -6.1% |
| 6M | +2.0% | +25.9% | -23.9% | -4.8% |
| YTD | +184.5% | -3.0% | +187.5% | +180.7% |
| 1Y | +236.9% | -9.7% | +246.6% | +239.8% |
| All | +995.4% | +780.0% | +215.3% | +601.8% |
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