+39.0%
PYPL vs MCO
+385.7%
-346.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.3% |
| 7D | -5.9% | -7.3% | +1.4% | -0.4% |
| 30D | -9.4% | -1.7% | -7.7% | -8.4% |
| 3M | +31.3% | +3.9% | +27.4% | +27.0% |
| 6M | +19.1% | +3.8% | +15.3% | +14.9% |
| YTD | -7.9% | -7.9% | 0.0% | -2.4% |
| 1Y | -17.9% | -6.8% | -11.0% | -14.0% |
| 3Y | -11.6% | +40.9% | -52.5% | -33.5% |
| 5Y | -81.0% | +27.5% | -108.5% | -84.8% |
| All | +39.0% | +385.7% | -346.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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