+51.4%
PYPL vs MET
+188.0%
-136.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.2% |
| 30D | -4.9% | +1.4% | -6.3% | -5.5% |
| 3M | +28.9% | +17.7% | +11.2% | +19.4% |
| 6M | +18.2% | +35.0% | -16.8% | +2.7% |
| YTD | -5.0% | +26.3% | -31.3% | -15.1% |
| 1Y | -18.8% | +22.8% | -41.6% | -26.6% |
| 3Y | -12.6% | +65.9% | -78.5% | -30.9% |
| 5Y | -80.8% | +85.4% | -166.1% | -85.5% |
| 10Y | +49.9% | +253.7% | -203.8% | -23.3% |
| All | +51.4% | +188.0% | -136.6% | -9.4% |
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