+184.5%
PLTR vs MULL
+2,481.0%
-2,296.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.0% |
| 7D | -5.3% | +14.0% | -19.3% | -6.7% |
| 30D | -1.0% | +24.8% | -25.8% | -3.8% |
| 3M | +24.8% | -16.1% | +40.9% | +19.5% |
| 6M | +8.4% | +330.9% | -322.5% | -24.6% |
| YTD | -4.2% | +545.0% | -549.2% | -41.2% |
| 1Y | +9.1% | +2,427.1% | -2,418.0% | -52.5% |
| All | +184.5% | +2,481.0% | -2,296.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling