+1,684.5%
PLTR vs MGY
+465.2%
+1,219.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -3.3% | +6.8% | -10.1% | -5.1% |
| 3M | +28.4% | +2.6% | +25.8% | +26.3% |
| 6M | +8.4% | -3.1% | +11.5% | +8.0% |
| YTD | -4.6% | +29.4% | -34.0% | -13.3% |
| 1Y | +4.4% | +22.3% | -17.9% | -3.8% |
| 3Y | +1,020.5% | +26.6% | +993.9% | +905.1% |
| 5Y | +548.8% | +92.1% | +456.7% | +410.5% |
| All | +1,684.5% | +465.2% | +1,219.4% | +851.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 all: compounded portfolio wealth divided by compounded MGY 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…
all analysis · Full analysis span regression · 6 months rolling