+548.8%
PLTR vs MKC
-34.7%
+583.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | 0.0% | -4.3% | +4.4% | +0.2% |
| 30D | -3.3% | -3.1% | -0.1% | -3.2% |
| 3M | +28.4% | +6.8% | +21.5% | +28.4% |
| 6M | +8.4% | -18.3% | +26.7% | +8.8% |
| YTD | -4.6% | -23.1% | +18.4% | -4.2% |
| 1Y | +4.4% | -23.7% | +28.1% | +5.0% |
| 3Y | +1,020.5% | -31.0% | +1,051.5% | +1,029.9% |
| 5Y | +548.8% | -33.5% | +582.3% | +650.5% |
| All | +548.8% | -34.7% | +583.5% | +650.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling