-24.2%
PLTD vs MKC
-26.7%
+2.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -9.8% | -7.3% | -2.5% | -8.5% |
| 30D | +18.9% | +4.0% | +15.0% | +18.5% |
| 3M | -4.2% | -11.5% | +7.2% | -3.3% |
| 6M | -34.8% | +1.1% | -35.9% | -36.7% |
| YTD | -21.1% | -29.9% | +8.8% | -11.5% |
| All | -24.2% | -26.7% | +2.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling