+65.4%
PYPL vs MUB
+28.1%
+37.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +2.2% | +1.0% | +1.1% | +0.9% |
| 30D | +8.1% | +3.9% | +4.3% | +3.2% |
| 3M | +1.9% | -0.4% | +2.3% | +2.4% |
| 6M | +33.1% | -0.6% | +33.7% | +34.1% |
| YTD | +3.8% | +0.4% | +3.4% | +3.3% |
| 1Y | -8.3% | +0.8% | -9.2% | -9.2% |
| 3Y | +11.9% | +11.3% | +0.5% | -3.1% |
| 5Y | -70.4% | +3.4% | -73.9% | -72.2% |
| 10Y | +47.2% | +21.9% | +25.3% | +35.7% |
| All | +65.4% | +28.1% | +37.3% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling