-12.3%
PYPL vs MCO
+42.6%
-54.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | -0.4% |
| 7D | -2.3% | -3.8% | +1.5% | +0.4% |
| 30D | -9.0% | -0.4% | -8.6% | -9.0% |
| 3M | +30.6% | +7.7% | +22.9% | +23.3% |
| 6M | +18.6% | +7.0% | +11.6% | +12.2% |
| YTD | -7.2% | -6.4% | -0.8% | -2.2% |
| 1Y | -19.3% | -7.6% | -11.6% | -14.3% |
| 3Y | -12.3% | +43.2% | -55.5% | -31.0% |
| All | -12.3% | +42.6% | -54.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling