+25.9%
PLTR vs MULL
-38.7%
+64.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +24.0% | -21.9% | +0.8% |
| 7D | +0.4% | -2.5% | +3.0% | 0.0% |
| 30D | -17.5% | -40.1% | +22.6% | -16.9% |
| 3M | -1.5% | -28.2% | +26.7% | -1.1% |
| 6M | +25.9% | -39.6% | +65.5% | +20.5% |
| All | +25.9% | -38.7% | +64.7% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling