-11.8%
PYPL vs MKC
-29.9%
+18.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +1.7% | -4.3% | +6.1% | +2.2% |
| 30D | -9.7% | -2.0% | -7.7% | -9.6% |
| 3M | +29.2% | +10.0% | +19.2% | +27.1% |
| 6M | +13.9% | -18.5% | +32.4% | +17.3% |
| YTD | -8.1% | -22.4% | +14.3% | -4.4% |
| 1Y | -21.4% | -23.6% | +2.2% | -18.0% |
| 3Y | -11.8% | -30.4% | +18.6% | -3.9% |
| All | -11.8% | -29.9% | +18.0% | -3.9% |
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