-38.9%
PYPL vs MULL
+2,620.5%
-2,659.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | -2.1% |
| 7D | -4.3% | +14.8% | -19.1% | -4.9% |
| 30D | -11.5% | +36.6% | -48.0% | -12.6% |
| 3M | +26.1% | -8.9% | +35.0% | +23.3% |
| 6M | +13.7% | +311.9% | -298.3% | -4.7% |
| YTD | -9.8% | +579.8% | -589.7% | -29.7% |
| 1Y | -22.1% | +2,421.5% | -2,443.6% | -49.9% |
| All | -38.9% | +2,620.5% | -2,659.4% | -65.8% |
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