+1,660.3%
PLTR vs MXL
+225.9%
+1,434.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.9% |
| 7D | -4.1% | +18.9% | -22.9% | -7.9% |
| 30D | -2.2% | +0.3% | -2.6% | -3.4% |
| 3M | +27.6% | -8.0% | +35.6% | +21.6% |
| 6M | +10.3% | +341.2% | -330.9% | -43.3% |
| YTD | -5.9% | +327.8% | -333.7% | -51.9% |
| 1Y | +1.7% | +364.9% | -363.2% | -50.4% |
| 3Y | +959.1% | +229.2% | +729.9% | +387.8% |
| 5Y | +536.3% | +42.8% | +493.6% | +314.1% |
| All | +1,660.3% | +225.9% | +1,434.4% | +862.3% |
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