-0.5%
PLTR vs MULL
+2,040.8%
-2,041.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.3% | +7.2% | -1.8% |
| 7D | -9.1% | +3.6% | -12.7% | -9.3% |
| 30D | -5.2% | +22.0% | -27.2% | -6.3% |
| 3M | +27.4% | -8.6% | +36.0% | +23.2% |
| 6M | +9.7% | +248.5% | -238.8% | -8.7% |
| YTD | -6.7% | +516.3% | -523.0% | -30.9% |
| 1Y | -0.5% | +2,036.6% | -2,037.2% | -36.2% |
| All | -0.5% | +2,040.8% | -2,041.3% | -36.2% |
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