+199.5%
MCHP vs PYPL
+44.3%
+155.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | 0.0% | -2.3% | +2.3% | +1.1% |
| 30D | -6.0% | -9.0% | +3.0% | -2.4% |
| 3M | -19.7% | +30.6% | -50.3% | -31.9% |
| 6M | +14.0% | +18.6% | -4.5% | +0.9% |
| YTD | +18.4% | -7.2% | +25.6% | +16.4% |
| 1Y | +17.1% | -19.3% | +36.4% | +23.3% |
| 3Y | +0.7% | -12.3% | +13.0% | -1.8% |
| 5Y | +5.1% | -80.9% | +86.0% | +120.7% |
| All | +199.5% | +44.3% | +155.2% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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