-71.8%
PYPL vs MKC
-35.5%
-36.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | +0.1% | -3.0% | +3.0% | +0.6% |
| 30D | +5.7% | +4.8% | +0.8% | +4.8% |
| 3M | -1.9% | -12.8% | +10.9% | 0.0% |
| 6M | +31.8% | +5.0% | +26.8% | +29.8% |
| YTD | +2.4% | -29.1% | +31.5% | +8.3% |
| 1Y | -8.2% | -26.4% | +18.1% | -4.0% |
| 3Y | +10.2% | -21.6% | +31.8% | +12.4% |
| All | -71.8% | -35.5% | -36.3% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling