+265.1%
MU vs PYPL
-9.5%
+274.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.4% | -10.4% | -6.5% |
| 7D | -19.1% | +6.5% | -25.6% | -18.4% |
| 30D | -25.2% | +10.6% | -35.9% | -24.3% |
| 3M | -10.9% | +3.1% | -14.0% | -10.1% |
| 6M | +38.0% | +20.2% | +17.8% | +42.7% |
| YTD | +178.8% | +4.0% | +174.8% | +222.5% |
| 1Y | +265.1% | -7.9% | +273.0% | +373.1% |
| All | +265.1% | -9.5% | +274.6% | +373.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling