+51.4%
PYPL vs MAR
+406.3%
-354.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | -4.2% | +6.8% | +4.4% |
| 30D | -4.9% | -6.7% | +1.8% | -2.2% |
| 3M | +28.9% | -12.5% | +41.4% | +35.5% |
| 6M | +18.2% | +0.6% | +17.7% | +17.0% |
| YTD | -5.0% | +9.1% | -14.1% | -9.5% |
| 1Y | -18.8% | +26.2% | -45.0% | -27.3% |
| 3Y | -12.6% | +68.2% | -80.7% | -30.3% |
| 5Y | -80.8% | +163.9% | -244.7% | -86.9% |
| 10Y | +49.9% | +420.6% | -370.6% | -26.1% |
| All | +51.4% | +406.3% | -354.9% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling