+62.4%
PYPL vs MLM
+304.1%
-241.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | 0.0% |
| 7D | +3.5% | -1.2% | +4.8% | +4.0% |
| 30D | +8.0% | +7.9% | 0.0% | +4.6% |
| 3M | +2.0% | -4.5% | +6.5% | +3.6% |
| 6M | +27.6% | -12.6% | +40.2% | +33.4% |
| YTD | +1.9% | -14.9% | +16.8% | +6.9% |
| 1Y | -12.4% | -13.1% | +0.7% | -8.9% |
| 3Y | +6.3% | +21.2% | -15.0% | -4.7% |
| 5Y | -73.6% | +32.0% | -105.6% | -77.3% |
| 10Y | +45.8% | +195.3% | -149.6% | -10.0% |
| All | +62.4% | +304.1% | -241.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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