-1.3%
PYPL vs MGY
+210.8%
-212.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -4.3% | +1.5% | -5.8% | -4.6% |
| 30D | -11.5% | +6.8% | -18.3% | -12.6% |
| 3M | +26.1% | +2.6% | +23.5% | +25.1% |
| 6M | +13.7% | -3.1% | +16.8% | +13.5% |
| YTD | -9.8% | +29.4% | -39.3% | -15.2% |
| 1Y | -22.1% | +22.3% | -44.4% | -26.0% |
| 3Y | -13.5% | +26.6% | -40.1% | -19.4% |
| 5Y | -81.6% | +92.1% | -173.7% | -84.4% |
| All | -1.3% | +210.8% | -212.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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