+40.1%
PYPL vs MTCH
+208.0%
-167.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -2.3% | +1.3% | -3.5% | -2.7% |
| 30D | -9.0% | +15.9% | -24.9% | -13.8% |
| 3M | +30.6% | +23.3% | +7.3% | +20.8% |
| 6M | +18.6% | +40.1% | -21.6% | +4.6% |
| YTD | -7.2% | +33.6% | -40.8% | -16.4% |
| 1Y | -19.3% | +14.1% | -33.3% | -23.3% |
| 3Y | -12.3% | +1.4% | -13.7% | -16.4% |
| 5Y | -80.9% | -73.1% | -7.8% | -73.2% |
| All | +40.1% | +208.0% | -167.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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