+191.3%
PLTR vs MULL
+2,561.4%
-2,370.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.8% | -16.3% | -5.7% |
| 7D | -6.4% | +17.3% | -23.7% | -8.1% |
| 30D | +10.0% | +23.5% | -13.5% | +7.1% |
| 3M | +23.0% | -24.0% | +47.0% | +18.7% |
| 6M | +13.8% | +276.7% | -262.9% | -19.0% |
| YTD | -1.9% | +565.1% | -567.0% | -40.0% |
| 1Y | +11.6% | +2,802.6% | -2,790.9% | -52.8% |
| All | +191.3% | +2,561.4% | -2,370.1% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling