+1,692.6%
PLTR vs MCD
+34.4%
+1,658.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | -5.3% | -2.0% | -3.3% | -4.8% |
| 30D | -1.0% | -6.1% | +5.1% | +0.8% |
| 3M | +24.8% | -7.3% | +32.0% | +27.5% |
| 6M | +8.4% | -20.9% | +29.3% | +15.7% |
| YTD | -4.2% | -14.7% | +10.5% | -0.4% |
| 1Y | +9.1% | -16.1% | +25.2% | +13.7% |
| 3Y | +1,025.6% | -1.5% | +1,027.1% | +990.4% |
| 5Y | +565.8% | +20.4% | +545.3% | +505.1% |
| All | +1,692.6% | +34.4% | +1,658.3% | +1,562.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling