+1,668.3%
PLTR vs MXL
+143.8%
+1,524.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -0.9% |
| 7D | +4.7% | +13.4% | -8.7% | +1.6% |
| 30D | -16.4% | -29.2% | +12.8% | -10.9% |
| 3M | -6.2% | -27.2% | +21.1% | -3.3% |
| 6M | +29.2% | -36.4% | +65.6% | +28.6% |
| YTD | -5.5% | +220.0% | -225.5% | -49.9% |
| 1Y | -2.4% | +304.8% | -307.2% | -52.7% |
| 3Y | +752.3% | +238.5% | +513.8% | +256.8% |
| 5Y | +635.8% | -18.8% | +654.6% | +434.9% |
| All | +1,668.3% | +143.8% | +1,524.5% | +902.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling