-11.8%
PYPL vs MET
+66.4%
-78.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -1.9% |
| 7D | +1.7% | +1.1% | +0.6% | +1.1% |
| 30D | -9.7% | -2.3% | -7.4% | -8.4% |
| 3M | +29.2% | +13.9% | +15.3% | +18.9% |
| 6M | +13.9% | +34.8% | -20.9% | -6.3% |
| YTD | -8.1% | +23.5% | -31.6% | -20.2% |
| 1Y | -21.4% | +23.4% | -44.8% | -31.8% |
| 3Y | -11.8% | +64.9% | -76.7% | -38.7% |
| All | -11.8% | +66.4% | -78.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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