+855.4%
MU vs PYPL
+5.7%
+849.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -22.0% | +3.9% | -25.9% | -22.6% |
| 30D | -36.6% | +7.8% | -44.4% | -37.6% |
| 3M | -21.7% | -0.7% | -21.1% | -21.9% |
| 6M | +3.5% | +28.8% | -25.2% | -4.8% |
| YTD | +141.9% | +2.4% | +139.6% | +139.5% |
| 1Y | +189.8% | -9.6% | +199.4% | +203.0% |
| 3Y | +855.4% | +9.7% | +845.7% | +854.7% |
| All | +855.4% | +5.7% | +849.6% | +854.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling