+938.2%
MU vs PYPL
-71.8%
+1,010.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.0% |
| 7D | +12.8% | +0.1% | +12.7% | +12.8% |
| 30D | -14.9% | +5.7% | -20.5% | -16.3% |
| 3M | -18.0% | -1.9% | -16.1% | -18.1% |
| 6M | -3.1% | +31.8% | -34.9% | -13.5% |
| YTD | +172.9% | +2.4% | +170.5% | +162.2% |
| 1Y | +228.8% | -8.2% | +237.1% | +230.1% |
| 3Y | +950.8% | +10.2% | +940.6% | +861.2% |
| All | +938.2% | -71.8% | +1,010.0% | +1,061.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling