+4,271.9%
MU vs PYPL
+49.6%
+4,222.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.7% |
| 7D | -12.0% | +2.2% | -14.2% | -12.8% |
| 30D | -28.7% | +8.1% | -36.9% | -31.2% |
| 3M | -16.4% | +1.9% | -18.4% | -18.0% |
| 6M | -1.8% | +33.1% | -34.9% | -16.7% |
| YTD | +157.1% | +3.8% | +153.3% | +138.3% |
| 1Y | +208.5% | -8.3% | +216.8% | +204.1% |
| 3Y | +906.2% | +11.9% | +894.3% | +758.4% |
| 5Y | +893.4% | -70.4% | +963.8% | +1,474.6% |
| 10Y | +4,271.9% | +47.2% | +4,224.7% | +2,285.7% |
| All | +4,271.9% | +49.6% | +4,222.3% | +2,285.7% |
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