+45.1%
PYPL vs MPC
+1,096.9%
-1,051.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.9% | -16.2% | +20.1% | +7.6% |
| 30D | +7.8% | -15.7% | +23.5% | +11.2% |
| 3M | -0.7% | +24.9% | -25.6% | -6.2% |
| 6M | +28.8% | +52.7% | -23.9% | +15.7% |
| YTD | +2.4% | +131.9% | -129.5% | -17.7% |
| 1Y | -9.6% | +96.6% | -106.2% | -24.4% |
| 3Y | +9.7% | +163.8% | -154.1% | -16.3% |
| 5Y | -73.5% | +533.1% | -606.6% | -83.8% |
| All | +45.1% | +1,096.9% | -1,051.8% | -26.3% |
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