-11.8%
PYPL vs MAR
+68.8%
-80.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.1% |
| 7D | +1.7% | -1.7% | +3.5% | +2.6% |
| 30D | -9.7% | -6.9% | -2.8% | -6.4% |
| 3M | +29.2% | -15.8% | +45.0% | +40.3% |
| 6M | +13.9% | +1.9% | +11.9% | +10.7% |
| YTD | -8.1% | +6.6% | -14.7% | -13.8% |
| 1Y | -21.4% | +23.7% | -45.1% | -33.2% |
| 3Y | -11.8% | +64.6% | -76.4% | -37.4% |
| All | -11.8% | +68.8% | -80.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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