+46.5%
PYPL vs MTCH
+94.5%
-48.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.7% |
| 7D | +1.7% | -1.8% | +3.6% | +2.4% |
| 30D | -9.7% | +10.4% | -20.2% | -12.9% |
| 3M | +29.2% | +21.0% | +8.2% | +20.8% |
| 6M | +13.9% | +36.6% | -22.7% | +2.0% |
| YTD | -8.1% | +29.7% | -37.8% | -16.0% |
| 1Y | -21.4% | +8.6% | -30.0% | -23.8% |
| 3Y | -11.8% | -2.7% | -9.1% | -14.5% |
| 5Y | -81.1% | -72.9% | -8.2% | -74.1% |
| 10Y | +36.9% | +185.0% | -148.1% | +1.4% |
| All | +46.5% | +94.5% | -48.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling