+46.5%
PYPL vs MCO
+399.1%
-352.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.4% |
| 7D | +1.7% | -2.7% | +4.5% | +3.9% |
| 30D | -9.7% | +0.9% | -10.7% | -10.5% |
| 3M | +29.2% | +8.7% | +20.5% | +21.0% |
| 6M | +13.9% | +2.4% | +11.4% | +11.1% |
| YTD | -8.1% | -5.2% | -2.9% | -4.8% |
| 1Y | -21.4% | -4.4% | -17.0% | -19.2% |
| 3Y | -11.8% | +45.1% | -56.9% | -34.6% |
| 5Y | -81.1% | +31.5% | -112.6% | -85.1% |
| 10Y | +36.9% | +380.7% | -343.8% | -54.0% |
| All | +46.5% | +399.1% | -352.6% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling