+752.3%
PLTR vs MCHP
-13.2%
+765.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | +4.7% | +5.7% | -1.0% | +3.0% |
| 30D | -16.4% | -13.4% | -3.0% | -12.8% |
| 3M | -6.2% | -20.1% | +14.0% | -0.2% |
| 6M | +29.2% | -35.5% | +64.7% | +43.7% |
| YTD | -5.5% | -1.6% | -3.9% | -10.9% |
| 1Y | -2.4% | +15.5% | -17.9% | -13.6% |
| 3Y | +752.3% | -13.2% | +765.5% | +615.7% |
| All | +752.3% | -13.2% | +765.5% | +615.7% |
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