+1,645.9%
PLTR vs MKC
-39.3%
+1,685.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.1% |
| 7D | -9.1% | -2.8% | -6.3% | -9.0% |
| 30D | -5.2% | -3.4% | -1.8% | -5.1% |
| 3M | +27.4% | +3.8% | +23.6% | +27.3% |
| 6M | +9.7% | -17.9% | +27.7% | +10.3% |
| YTD | -6.7% | -23.6% | +16.9% | -6.0% |
| 1Y | -0.5% | -23.1% | +22.6% | +0.1% |
| 3Y | +996.2% | -31.5% | +1,027.7% | +1,008.2% |
| 5Y | +531.1% | -33.1% | +564.2% | +541.3% |
| All | +1,645.9% | -39.3% | +1,685.2% | +1,645.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling