+765.0%
PLTR vs MPC
+160.2%
+604.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | -12.9% | -16.2% | +3.3% | -7.9% |
| 30D | -17.4% | -15.7% | -1.7% | -13.2% |
| 3M | +2.9% | +24.9% | -22.0% | -6.2% |
| 6M | +19.9% | +52.7% | -32.8% | +1.7% |
| YTD | -9.8% | +131.9% | -141.6% | -35.7% |
| 1Y | -8.4% | +96.6% | -105.0% | -30.2% |
| 3Y | +765.0% | +163.8% | +601.3% | +444.5% |
| All | +765.0% | +160.2% | +604.9% | +444.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling