+186.7%
PLTR vs MULL
+1,303.2%
-1,116.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +10.7% | +43.3% | -32.6% | +6.2% |
| 30D | -17.8% | -37.4% | +19.7% | -14.8% |
| 3M | +0.3% | -36.8% | +37.2% | +2.8% |
| 6M | +26.2% | -36.9% | +63.0% | +17.9% |
| YTD | -3.5% | +250.7% | -254.1% | -38.1% |
| 1Y | -6.8% | +337.6% | -344.4% | -44.2% |
| All | +186.7% | +1,303.2% | -1,116.5% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling