+10.2%
PYPL vs MKC
-21.4%
+31.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +0.1% | -3.0% | +3.0% | +0.4% |
| 30D | +5.7% | +4.8% | +0.8% | +5.2% |
| 3M | -1.9% | -12.8% | +10.9% | -0.8% |
| 6M | +31.8% | +5.0% | +26.8% | +30.3% |
| YTD | +2.4% | -29.1% | +31.5% | +6.9% |
| 1Y | -8.2% | -26.4% | +18.1% | -5.2% |
| 3Y | +10.2% | -21.6% | +31.8% | +10.4% |
| All | +10.2% | -21.4% | +31.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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