+1,025.6%
PLTR vs MKC
-29.9%
+1,055.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -5.3% | -4.3% | -1.0% | -5.5% |
| 30D | -1.0% | -2.0% | +1.0% | -1.0% |
| 3M | +24.8% | +10.0% | +14.8% | +25.8% |
| 6M | +8.4% | -18.5% | +26.9% | +7.0% |
| YTD | -4.2% | -22.4% | +18.2% | -5.5% |
| 1Y | +9.1% | -23.6% | +32.7% | +8.0% |
| 3Y | +1,025.6% | -30.4% | +1,056.0% | +1,179.0% |
| All | +1,025.6% | -29.9% | +1,055.4% | +1,179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling