+1,668.3%
PLTR vs MET
+236.8%
+1,431.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | +4.7% | +4.5% | +0.3% | +2.5% |
| 30D | -16.4% | +3.5% | -20.0% | -17.9% |
| 3M | -6.2% | +5.9% | -12.1% | -9.0% |
| 6M | +29.2% | +33.1% | -3.9% | +10.5% |
| YTD | -5.5% | +33.6% | -39.1% | -20.0% |
| 1Y | -2.4% | +32.7% | -35.1% | -17.2% |
| 3Y | +752.3% | +85.0% | +667.3% | +517.1% |
| 5Y | +635.8% | +85.6% | +550.2% | +440.4% |
| All | +1,668.3% | +236.8% | +1,431.5% | +1,208.7% |
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