-12.3%
PYPL vs MTCH
-0.9%
-11.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -2.3% | +1.3% | -3.5% | -2.7% |
| 30D | -9.0% | +15.9% | -24.9% | -14.4% |
| 3M | +30.6% | +23.3% | +7.3% | +19.7% |
| 6M | +18.6% | +40.1% | -21.6% | +3.2% |
| YTD | -7.2% | +33.6% | -40.8% | -17.5% |
| 1Y | -19.3% | +14.1% | -33.3% | -24.4% |
| 3Y | -12.3% | +1.4% | -13.7% | -15.6% |
| All | -12.3% | -0.9% | -11.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling