+1,668.3%
PLTR vs MKC
-43.6%
+1,711.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | +4.7% | -3.0% | +7.7% | +4.8% |
| 30D | -16.4% | +4.8% | -21.2% | -16.6% |
| 3M | -6.2% | -12.8% | +6.7% | -5.7% |
| 6M | +29.2% | +5.0% | +24.2% | +29.4% |
| YTD | -5.5% | -29.1% | +23.6% | -4.6% |
| 1Y | -2.4% | -26.4% | +24.0% | -1.7% |
| 3Y | +752.3% | -21.6% | +773.9% | +735.1% |
| 5Y | +635.8% | -35.2% | +671.1% | +643.6% |
| All | +1,668.3% | -43.6% | +1,711.9% | +1,672.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling