-64.8%
PYPL vs MP
+257.7%
-322.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.5% | -0.2% |
| 7D | +3.9% | -10.5% | +14.4% | +5.4% |
| 30D | +7.8% | -23.5% | +31.3% | +11.6% |
| 3M | -0.7% | -25.4% | +24.8% | +2.9% |
| 6M | +28.8% | -51.3% | +80.0% | +40.4% |
| YTD | +2.4% | -29.9% | +32.3% | +3.6% |
| 1Y | -9.6% | -31.8% | +22.2% | -8.7% |
| 3Y | +9.7% | +127.0% | -117.3% | -22.6% |
| 5Y | -73.5% | -3.3% | -70.2% | -78.0% |
| All | -64.8% | +257.7% | -322.5% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling