-10.0%
PLTR vs MULL
+444.9%
-454.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.8% | +11.7% | -1.5% |
| 7D | -12.8% | -35.9% | +23.2% | -11.3% |
| 30D | -9.3% | -47.3% | +38.0% | -7.4% |
| 3M | +5.6% | -30.6% | +36.1% | +6.5% |
| 6M | +17.6% | +13.7% | +3.9% | +9.6% |
| YTD | -3.4% | +272.1% | -275.5% | -24.3% |
| 1Y | -10.0% | +475.1% | -485.0% | -37.6% |
| All | -10.0% | +444.9% | -454.9% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling