+1,645.9%
PLTR vs MCHP
+56.7%
+1,589.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.2% |
| 7D | -9.1% | -2.1% | -7.0% | -8.2% |
| 30D | -5.2% | -11.1% | +5.9% | +0.4% |
| 3M | +27.4% | -18.1% | +45.5% | +37.5% |
| 6M | +9.7% | +10.8% | -1.0% | -2.3% |
| YTD | -6.7% | +14.2% | -20.9% | -20.3% |
| 1Y | -0.5% | +13.5% | -14.0% | -15.8% |
| 3Y | +996.2% | -2.0% | +998.2% | +807.4% |
| 5Y | +531.1% | +1.4% | +529.7% | +408.0% |
| All | +1,645.9% | +56.7% | +1,589.2% | +1,079.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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