+2,396.1%
MUU vs PYPL
-32.1%
+2,428.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -8.2% | -2.3% | -6.0% | -7.4% |
| 30D | +10.2% | -9.0% | +19.2% | +14.0% |
| 3M | -26.5% | +30.6% | -57.1% | -42.8% |
| 6M | +227.2% | +18.6% | +208.7% | +166.6% |
| YTD | +527.4% | -7.2% | +534.6% | +537.7% |
| 1Y | +1,843.7% | -19.3% | +1,862.9% | +2,198.0% |
| All | +2,396.1% | -32.1% | +2,428.1% | +3,010.1% |
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 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