+973.7%
PLTR vs MCHP
-1.6%
+975.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -3.3% | -9.8% | +6.5% | 0.0% |
| 3M | +28.4% | -19.7% | +48.1% | +35.7% |
| 6M | +8.4% | +13.6% | -5.2% | -0.8% |
| YTD | -4.6% | +16.5% | -21.2% | -15.2% |
| 1Y | +4.4% | +15.7% | -11.3% | -7.5% |
| All | +973.7% | -1.6% | +975.2% | +740.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling