-81.6%
PYPL vs MKC
-34.7%
-46.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -4.3% | -4.3% | 0.0% | -3.7% |
| 30D | -11.5% | -3.1% | -8.4% | -11.1% |
| 3M | +26.1% | +6.8% | +19.3% | +24.2% |
| 6M | +13.7% | -18.3% | +32.0% | +17.6% |
| YTD | -9.8% | -23.1% | +13.2% | -5.8% |
| 1Y | -22.1% | -23.7% | +1.6% | -18.6% |
| 3Y | -13.5% | -31.0% | +17.5% | -8.1% |
| 5Y | -81.6% | -33.5% | -48.1% | -80.7% |
| All | -81.6% | -34.7% | -46.9% | -80.7% |
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