+38.8%
PYPL vs MUB
+17.4%
+21.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | -4.3% | -0.7% | -3.6% | -3.4% |
| 30D | -11.5% | -2.0% | -9.5% | -8.9% |
| 3M | +26.1% | -2.5% | +28.7% | +30.8% |
| 6M | +13.7% | -2.3% | +16.0% | +17.6% |
| YTD | -9.8% | -1.3% | -8.6% | -8.1% |
| 1Y | -22.1% | +1.1% | -23.2% | -23.2% |
| 3Y | -13.5% | +8.2% | -21.7% | -23.3% |
| 5Y | -81.6% | +1.5% | -83.1% | -82.3% |
| 10Y | +38.8% | +17.6% | +21.2% | +17.9% |
| All | +38.8% | +17.4% | +21.4% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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