-81.0%
PYPL vs MPC
+645.9%
-727.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | +5.4% | -2.8% | +1.6% |
| 30D | -4.9% | +31.0% | -35.9% | -9.9% |
| 3M | +28.9% | +46.0% | -17.1% | +19.0% |
| 6M | +18.2% | +77.3% | -59.1% | +3.8% |
| YTD | -5.0% | +141.9% | -146.9% | -23.5% |
| 1Y | -18.8% | +120.9% | -139.7% | -33.1% |
| 3Y | -12.6% | +182.7% | -195.3% | -34.9% |
| All | -81.0% | +645.9% | -727.0% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling