+765.0%
PLTR vs MCD
+10.9%
+754.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | -12.9% | +7.1% | -20.0% | -13.2% |
| 30D | -17.4% | +19.8% | -37.1% | -18.4% |
| 3M | +2.9% | +0.8% | +2.1% | +3.2% |
| 6M | +19.9% | -1.3% | +21.2% | +20.2% |
| YTD | -9.8% | -7.8% | -2.0% | -9.6% |
| 1Y | -8.4% | -5.0% | -3.4% | -8.7% |
| 3Y | +765.0% | +10.5% | +754.5% | +729.5% |
| All | +765.0% | +10.9% | +754.1% | +729.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling