+1,668.3%
PLTR vs MPC
+1,539.1%
+129.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +4.7% | +11.2% | -6.5% | +1.5% |
| 30D | -16.4% | -14.5% | -1.9% | -12.7% |
| 3M | -6.2% | +16.7% | -22.8% | -11.1% |
| 6M | +29.2% | +67.6% | -38.4% | +9.2% |
| YTD | -5.5% | +157.9% | -163.4% | -30.7% |
| 1Y | -2.4% | +116.7% | -119.1% | -24.5% |
| 3Y | +752.3% | +199.8% | +552.6% | +479.4% |
| 5Y | +635.8% | +604.4% | +31.4% | +286.6% |
| All | +1,668.3% | +1,539.1% | +129.2% | +707.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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