+43.7%
PYPL vs MRSH
+279.9%
-236.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.5% |
| 7D | -4.3% | -5.9% | +1.5% | -0.3% |
| 30D | -11.5% | -7.3% | -4.2% | -6.9% |
| 3M | +26.1% | +7.4% | +18.7% | +19.3% |
| 6M | +13.7% | -0.7% | +14.3% | +12.8% |
| YTD | -9.8% | -3.2% | -6.7% | -9.8% |
| 1Y | -22.1% | -10.6% | -11.5% | -17.7% |
| 3Y | -13.5% | -4.6% | -8.9% | -15.0% |
| 5Y | -81.6% | +19.3% | -100.9% | -84.9% |
| 10Y | +38.8% | +217.3% | -178.5% | -45.7% |
| All | +43.7% | +279.9% | -236.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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