+54.4%
PYPL vs MPC
+1,171.2%
-1,116.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | +0.1% | +11.2% | -11.2% | -2.2% |
| 30D | +5.7% | -14.5% | +20.2% | +8.8% |
| 3M | -1.9% | +16.7% | -18.6% | -5.9% |
| 6M | +31.8% | +67.6% | -35.7% | +16.2% |
| YTD | +2.4% | +157.9% | -155.5% | -19.5% |
| 1Y | -8.2% | +116.7% | -124.9% | -24.8% |
| 3Y | +10.2% | +199.8% | -189.6% | -18.2% |
| 5Y | -71.2% | +604.4% | -675.6% | -82.9% |
| All | +54.4% | +1,171.2% | -1,116.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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