+1,668.3%
PLTR vs MRK
+127.0%
+1,541.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.0% |
| 7D | +4.7% | +0.7% | +4.0% | +4.9% |
| 30D | -16.4% | +0.3% | -16.7% | -16.3% |
| 3M | -6.2% | +9.7% | -15.8% | -4.2% |
| 6M | +29.2% | +32.0% | -2.8% | +37.8% |
| YTD | -5.5% | +43.3% | -48.8% | +2.7% |
| 1Y | -2.4% | +63.7% | -66.1% | +9.0% |
| 3Y | +752.3% | +58.0% | +694.3% | +846.8% |
| 5Y | +635.8% | +105.0% | +530.9% | +752.2% |
| All | +1,668.3% | +127.0% | +1,541.4% | +1,951.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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