+1,684.5%
PLTR vs MET
+212.1%
+1,472.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | -3.3% | -1.4% | -1.9% | -2.6% |
| 3M | +28.4% | +12.5% | +15.8% | +20.1% |
| 6M | +8.4% | +37.1% | -28.7% | -9.0% |
| YTD | -4.6% | +23.8% | -28.4% | -16.0% |
| 1Y | +4.4% | +24.1% | -19.7% | -8.5% |
| 3Y | +1,020.5% | +65.2% | +955.3% | +759.6% |
| 5Y | +548.8% | +82.3% | +466.5% | +395.0% |
| All | +1,684.5% | +212.1% | +1,472.4% | +1,274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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