-31.8%
PYPL vs MULL
+1,303.2%
-1,334.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.9% |
| 7D | -1.1% | +43.3% | -44.4% | -2.4% |
| 30D | +3.8% | -37.4% | +41.2% | +4.8% |
| 3M | -1.3% | -36.8% | +35.6% | -0.8% |
| 6M | +29.0% | -36.9% | +65.9% | +23.9% |
| YTD | +0.7% | +250.7% | -249.9% | -20.3% |
| 1Y | -12.3% | +337.6% | -349.9% | -33.2% |
| All | -31.8% | +1,303.2% | -1,334.9% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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