+60.6%
PYPL vs MET
+202.3%
-141.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.5% |
| 7D | -1.1% | +2.1% | -3.2% | -2.1% |
| 30D | +3.8% | +1.8% | +2.0% | +2.8% |
| 3M | -1.3% | +6.0% | -7.3% | -4.0% |
| 6M | +29.0% | +31.1% | -2.1% | +13.5% |
| YTD | +0.7% | +32.6% | -31.8% | -12.0% |
| 1Y | -12.3% | +30.5% | -42.7% | -22.8% |
| 3Y | +7.6% | +83.6% | -75.9% | -18.8% |
| 5Y | -71.7% | +84.2% | -155.9% | -78.8% |
| 10Y | +47.1% | +196.6% | -149.5% | -19.3% |
| All | +60.6% | +202.3% | -141.7% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling