+51.4%
PYPL vs MKC
+62.7%
-11.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.7% |
| 7D | +2.7% | -5.9% | +8.5% | +4.7% |
| 30D | -4.9% | -0.9% | -4.0% | -4.8% |
| 3M | +28.9% | +12.7% | +16.2% | +22.8% |
| 6M | +18.2% | -19.3% | +37.5% | +26.4% |
| YTD | -5.0% | -22.2% | +17.1% | +1.9% |
| 1Y | -18.8% | -23.3% | +4.5% | -12.7% |
| 3Y | -12.6% | -30.0% | +17.4% | -3.9% |
| 5Y | -80.8% | -33.8% | -47.0% | -79.0% |
| 10Y | +49.9% | +24.4% | +25.5% | +21.3% |
| All | +51.4% | +62.7% | -11.3% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling