+548.8%
PLTR vs MCHP
+5.4%
+543.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -3.3% | -9.8% | +6.5% | +1.6% |
| 3M | +28.4% | -19.7% | +48.1% | +40.0% |
| 6M | +8.4% | +13.6% | -5.2% | -5.0% |
| YTD | -4.6% | +16.5% | -21.2% | -19.8% |
| 1Y | +4.4% | +15.7% | -11.3% | -12.9% |
| 3Y | +1,020.5% | 0.0% | +1,020.5% | +807.0% |
| 5Y | +548.8% | +4.4% | +544.4% | +405.9% |
| All | +548.8% | +5.4% | +543.4% | +405.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling